Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901356.2087 | 926405.7412 | -25049.5325 | -18792.5216 | 305291.59 | -324084.1117 |
Total P&L (%) | 901.3562 | 926.4057 | -25.0495 | -18.7925 | 305.2916 | -324.0841 |
Avg Daily Profit (%) | 0.4715 | 0.4846 | -0.0131 | -0.0109 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307494 | -227593 | -88457 | -1187886 | -800840 | -414180 |
Profit Factor | 2.5133 | 3.5563 | 0.8926 | 0.9897 | 1.2804 | 0.5552 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 41.9753 | 35 | 48.7805 | 41.9753 | 35 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.4742 | 6.6046 | 0.9372 | 1.3681 | 2.3779 | 0.583 |
Largest Winning Trade | 943960 | 943960 | 38001 | 1000527 | 1000527 | 130696 |
Largest Losing Trade | -42532 | -42532 | -26647 | -278402 | -278402 | -248632 |
Avg Bars in Trades | 87 | 138 | 37 | 87 | 138 | 37 |
Avg Bars in Winners | 117 | 227 | 39 | 117 | 227 | 39 |
Avg Bars in Losers | 65 | 90 | 34 | 65 | 90 | 34 |
Bars Traded | 7067 | 5542 | 1526 | 7067 | 5542 | 1526 |
Profit Streak | 0 | 184.5978 | 0 | 0 | 184.5978 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4249 | 431559 | -581216 | -598509 | -99310 | -581216 |
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{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 48, "offset": 0, "scalar": 4 } } }
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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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