Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649245.1077 | 596674.8583 | 52570.2494 | 1576953.0708 | 3110345.7349 | -1533392.664 |
Total P&L (%) | 649.2451 | 596.6749 | 52.5702 | 1576.9531 | 3110.3457 | -1533.3927 |
Avg Daily Profit (%) | 0.3574 | 0.3285 | 0.0289 | 0.1554 | 0.1912 | 0 |
Buy And Hold Return (%) | 708.9491 | 708.9491 | 708.9491 | 708.9491 | 708.9491 | 708.9491 |
Max Trade Drawdown | -155920 | -80996 | -81242 | -4949444 | -2514498 | -2474486 |
Profit Factor | 2.2928 | 3.2113 | 1.2262 | 1.1872 | 1.7158 | 0.6239 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 62.6667 | 56.7568 | 68.4211 | 62.6667 | 56.7568 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.3659 | 2.4467 | 0.566 | 0.7073 | 1.3072 | 0.288 |
Largest Winning Trade | 153012 | 153012 | 43411 | 1929442 | 1929442 | 371494 |
Largest Losing Trade | -68603 | -41573 | -68603 | -1353980 | -1353980 | -1331717 |
Avg Bars in Trades | 66 | 88 | 44 | 66 | 88 | 44 |
Avg Bars in Winners | 66 | 88 | 49 | 66 | 88 | 49 |
Avg Bars in Losers | 65 | 89 | 33 | 65 | 89 | 33 |
Bars Traded | 4966 | 3288 | 1678 | 4966 | 3288 | 1678 |
Profit Streak | 0 | 82.0756 | 0 | 0 | 82.0756 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212498 | -149064 | -319626 | -73341 | 347909 | -578377 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 79, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 79, "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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