Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347894.3756 | 368289.7651 | -20395.3895 | -42867.9466 | 86922.2035 | -129790.1501 |
Total P&L (%) | 347.8944 | 368.2898 | -20.3954 | -42.8679 | 86.9222 | -129.7902 |
Avg Daily Profit (%) | 0.1513 | 0.1602 | -0.0089 | -0.0244 | 0.0272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146421 | -173680 | -93318 | -215204 | -130008 | -141231 |
Profit Factor | 1.5385 | 1.9564 | 0.9218 | 0.9248 | 1.2694 | 0.4751 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2052 | 2.8693 | 1.2906 | 1.3255 | 1.8618 | 0.6651 |
Largest Winning Trade | 262583 | 262583 | 44710 | 175896 | 175896 | 17250 |
Largest Losing Trade | -45470 | -45470 | -37363 | -75484 | -62922 | -75484 |
Avg Bars in Trades | 117 | 131 | 103 | 117 | 131 | 103 |
Avg Bars in Winners | 153 | 189 | 118 | 153 | 189 | 118 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 8600 | 4874 | 3725 | 8600 | 4874 | 3725 |
Profit Streak | 88.0105 | 242.0105 | 88.0105 | 88.0105 | 242.0105 | 88.0105 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68520 | 312396 | -581795 | -657489 | -157830 | -583462 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 2 } } }
# | 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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