Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592594.8463 | 581268.2508 | 11326.5955 | 1406758.9989 | 3399649.9853 | -1992890.9863 |
Total P&L (%) | 592.5948 | 581.2683 | 11.3266 | 1406.759 | 3399.65 | -1992.891 |
Avg Daily Profit (%) | 0.3262 | 0.32 | 0.0062 | 0.1494 | 0.1959 | 0 |
Buy And Hold Return (%) | 598.2879 | 598.2879 | 598.2879 | 598.2879 | 598.2879 | 598.2879 |
Max Trade Drawdown | -143345 | -31406 | -125597 | -2217162 | -638109 | -2302841 |
Profit Factor | 2.4456 | 6.5377 | 1.0371 | 1.1908 | 2.9514 | 0.6461 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 34.7222 | 44.4444 | 25 | 34.7222 | 44.4444 | 25 |
Ratio Avg Win / Avg Loss | 4.5977 | 8.1722 | 3.1114 | 2.2387 | 3.6892 | 1.9383 |
Largest Winning Trade | 163631 | 163631 | 73515 | 1706430 | 1706430 | 1215364 |
Largest Losing Trade | -32316 | -23959 | -32316 | -1191298 | -323423 | -1191298 |
Avg Bars in Trades | 94 | 25 | 163 | 94 | 25 | 163 |
Avg Bars in Winners | 203 | 46 | 483 | 203 | 46 | 483 |
Avg Bars in Losers | 36 | 9 | 57 | 36 | 9 | 57 |
Bars Traded | 6832 | 934 | 5898 | 6832 | 934 | 5898 |
Profit Streak | 1.1778 | 44.4278 | 1.1778 | 1.1778 | 44.4278 | 1.1778 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -244139 | -149516 | -561439 | -99365 | 411489 | -610607 |
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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