Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903264.0889 | 824124.2779 | 79139.8111 | 4010370.4025 | 3689548.1089 | 320822.2936 |
Total P&L (%) | 903.2641 | 824.1243 | 79.1398 | 4010.3704 | 3689.5481 | 320.8223 |
Avg Daily Profit (%) | 0.496 | 0.4526 | 0.0435 | 0.2043 | 0.1998 | 0.0789 |
Buy And Hold Return (%) | 717.0805 | 717.0805 | 717.0805 | 717.0805 | 717.0805 | 717.0805 |
Max Trade Drawdown | -48364 | -55037 | -52029 | -1986320 | -1096422 | -1612038 |
Profit Factor | 3.5719 | 8.2655 | 1.3328 | 1.4746 | 2.2973 | 1.0572 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.3618 | 7.7793 | 1.2544 | 1.3879 | 2.1622 | 0.995 |
Largest Winning Trade | 404431 | 404431 | 63201 | 2374357 | 2374357 | 1421635 |
Largest Losing Trade | -42086 | -19120 | -42086 | -1188494 | -552459 | -1188494 |
Avg Bars in Trades | 155 | 78 | 232 | 155 | 78 | 232 |
Avg Bars in Winners | 233 | 111 | 356 | 233 | 111 | 356 |
Avg Bars in Losers | 71 | 42 | 100 | 71 | 42 | 100 |
Bars Traded | 10250 | 2574 | 7676 | 10250 | 2574 | 7676 |
Profit Streak | 0 | 109.852 | 0 | 0 | 109.852 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195988 | -99086 | -300181 | -120016 | 457155 | -412386 |
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{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } } }
# | 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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