Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310269.9296 | 157032.9242 | 153237.0054 | 342808.7695 | 327718.5127 | 15090.2568 |
Total P&L (%) | 310.2699 | 157.0329 | 153.237 | 342.8088 | 327.7185 | 15.0903 |
Avg Daily Profit (%) | 0.1649 | 0.0835 | 0.0814 | 0.0791 | 0.0773 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93059 | -29615 | -107775 | -709397 | -145650 | -720921 |
Profit Factor | 1.7349 | 2.6029 | 1.4727 | 1.178 | 1.7882 | 1.01 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 52.6882 | 57.4468 | 47.8261 | 52.6882 | 57.4468 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5579 | 1.9281 | 1.6065 | 1.0578 | 1.3246 | 1.1018 |
Largest Winning Trade | 50650 | 38647 | 50650 | 207870 | 142753 | 207870 |
Largest Losing Trade | -57160 | -15554 | -57160 | -296711 | -49266 | -296711 |
Avg Bars in Trades | 226 | 22 | 435 | 226 | 22 | 435 |
Avg Bars in Winners | 313 | 25 | 666 | 313 | 25 | 666 |
Avg Bars in Losers | 130 | 18 | 223 | 130 | 18 | 223 |
Bars Traded | 21081 | 1059 | 20022 | 21081 | 1059 | 20022 |
Profit Streak | 0 | 0 | 108.5449 | 0 | 0 | 108.5449 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403420 | -75251 | -82188 | -111500 | -86186 | -402757 |
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{ "first_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 148, "offset": 0 } } }
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# | 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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