Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456200.9254 | 1487231.0524 | -31030.127 | 353490.5846 | 878830.4384 | -525339.8538 |
Total P&L (%) | 1456.2009 | 1487.2311 | -31.0301 | 353.4906 | 878.8304 | -525.3399 |
Avg Daily Profit (%) | 0.802 | 0.8191 | -0.0171 | 0.0833 | 0.1257 | 0 |
Buy And Hold Return (%) | 632.3481 | 632.3481 | 632.3481 | 632.3481 | 632.3481 | 632.3481 |
Max Trade Drawdown | -166962 | -128219 | -100523 | -1088483 | -816360 | -677610 |
Profit Factor | 3.0262 | 5.0109 | 0.9108 | 1.0884 | 1.4097 | 0.7166 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 37.5 | 34.0909 | 40.9091 | 37.5 | 34.0909 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.0436 | 9.6877 | 1.3156 | 1.814 | 2.7255 | 1.035 |
Largest Winning Trade | 1034109 | 1034109 | 75421 | 1099997 | 1099997 | 285430 |
Largest Losing Trade | -50685 | -50685 | -41237 | -618540 | -618540 | -279101 |
Avg Bars in Trades | 120 | 122 | 117 | 120 | 122 | 117 |
Avg Bars in Winners | 198 | 213 | 186 | 198 | 213 | 186 |
Avg Bars in Losers | 73 | 75 | 70 | 73 | 75 | 70 |
Bars Traded | 10589 | 5406 | 5183 | 10589 | 5406 | 5183 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340278 | 371313 | -582588 | -374311 | -73538 | -582588 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 46, "offset": 0, "scalar": 1 } } }
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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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