Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105591.5249 | 1102853.6306 | 2737.8943 | 624045.9609 | 2786480.5943 | -2162434.6334 |
Total P&L (%) | 1105.5915 | 1102.8536 | 2.7379 | 624.046 | 2786.4806 | -2162.4346 |
Avg Daily Profit (%) | 0.4419 | 0.4408 | 0.0011 | 0.0792 | 0.1345 | 0 |
Buy And Hold Return (%) | 463.132 | 463.132 | 463.132 | 463.132 | 463.132 | 463.132 |
Max Trade Drawdown | -167144 | -146419 | -62037 | -7532126 | -4669130 | -3307573 |
Profit Factor | 3.044 | 4.5918 | 1.0117 | 1.0504 | 1.4399 | 0.6426 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 5.1433 | 7.3469 | 1.8066 | 1.7748 | 2.3038 | 1.1475 |
Largest Winning Trade | 779522 | 779522 | 47283 | 6074569 | 6074569 | 1546160 |
Largest Losing Trade | -49770 | -38734 | -49770 | -2937345 | -1651686 | -2937345 |
Avg Bars in Trades | 93 | 97 | 88 | 93 | 97 | 88 |
Avg Bars in Winners | 180 | 173 | 187 | 180 | 173 | 187 |
Avg Bars in Losers | 41 | 50 | 33 | 41 | 50 | 33 |
Bars Traded | 7277 | 3813 | 3464 | 7277 | 3813 | 3464 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32150 | 316022 | -569126 | -352269 | -16120 | -584575 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 157 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 157 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 1 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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