Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749044.8896 | 640084.8945 | 108959.9951 | 1290205.4535 | 903486.9036 | 386718.5498 |
Total P&L (%) | 749.0449 | 640.0849 | 108.96 | 1290.2055 | 903.4869 | 386.7186 |
Avg Daily Profit (%) | 0.311 | 0.2658 | 0.0452 | 0.1093 | 0.0958 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90435 | -59724 | -135672 | -605940 | -526648 | -622740 |
Profit Factor | 2.2149 | 3.4132 | 1.3101 | 1.3409 | 1.542 | 1.1826 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 35.7895 | 35.4167 | 36.1702 | 35.7895 | 35.4167 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.9738 | 6.2241 | 2.312 | 2.4058 | 2.8119 | 2.087 |
Largest Winning Trade | 281886 | 281886 | 71390 | 667727 | 485969 | 667727 |
Largest Losing Trade | -43587 | -28652 | -43587 | -310660 | -255864 | -310660 |
Avg Bars in Trades | 146 | 83 | 210 | 146 | 83 | 210 |
Avg Bars in Winners | 305 | 169 | 441 | 305 | 169 | 441 |
Avg Bars in Losers | 58 | 36 | 80 | 58 | 36 | 80 |
Bars Traded | 13914 | 4003 | 9911 | 13914 | 4003 | 9911 |
Profit Streak | 130.4776 | 130.4776 | 140.6442 | 130.4776 | 130.4776 | 140.6442 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319960 | 364050 | -135955 | -49470 | -67006 | -128411 |
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{ "first_band": { "type": "kcu", "factors": { "length": 157, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 3 } } }
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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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