Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454306.123 | 1343206.2323 | 111099.8907 | 6509671.133 | 4083366.6599 | 2426304.4732 |
Total P&L (%) | 1454.3061 | 1343.2062 | 111.0999 | 6509.6711 | 4083.3667 | 2426.3045 |
Avg Daily Profit (%) | 0.8005 | 0.7394 | 0.0612 | 0.231 | 0.2057 | 0.1779 |
Buy And Hold Return (%) | 712.1928 | 712.1928 | 712.1928 | 712.1928 | 712.1928 | 712.1928 |
Max Trade Drawdown | -94539 | -105688 | -52882 | -5017253 | -4754191 | -3312694 |
Profit Factor | 4.6064 | 7.2412 | 1.5908 | 1.3768 | 1.457 | 1.2909 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 40.2597 | 36.8421 | 43.5897 | 40.2597 | 36.8421 | 43.5897 |
Ratio Avg Win / Avg Loss | 6.8352 | 12.4135 | 2.0587 | 2.043 | 2.4978 | 1.6706 |
Largest Winning Trade | 668343 | 668343 | 44756 | 5514418 | 5514418 | 1669703 |
Largest Losing Trade | -40036 | -23953 | -40036 | -2220189 | -1252045 | -2220189 |
Avg Bars in Trades | 64 | 89 | 41 | 64 | 89 | 41 |
Avg Bars in Winners | 102 | 153 | 59 | 102 | 153 | 59 |
Avg Bars in Losers | 39 | 52 | 26 | 39 | 52 | 26 |
Bars Traded | 5004 | 3402 | 1602 | 5004 | 3402 | 1602 |
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 | -36001 | 303241 | -276542 | -40098 | 154553 | 135597 |
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 4 } } }
# | 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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