Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673061.8002 | 1445759.5512 | 227302.2491 | 9627368.6155 | 3592198.1379 | 6035170.4776 |
Total P&L (%) | 1673.0618 | 1445.7596 | 227.3022 | 9627.3686 | 3592.1981 | 6035.1705 |
Avg Daily Profit (%) | 0.7015 | 0.6062 | 0.0953 | 0.1921 | 0.1514 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113807 | -86092 | -72443 | -11101570 | -9046176 | -6897299 |
Profit Factor | 3.7013 | 5.0804 | 1.8576 | 1.2686 | 1.1664 | 1.4234 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 54.4444 | 48.8889 | 60 | 54.4444 | 48.8889 | 60 |
Ratio Avg Win / Avg Loss | 3.097 | 5.3114 | 1.2384 | 1.0615 | 1.2194 | 0.9489 |
Largest Winning Trade | 846696 | 846696 | 70768 | 7868150 | 7868150 | 3896828 |
Largest Losing Trade | -44806 | -44806 | -33058 | -3369282 | -3315670 | -3369282 |
Avg Bars in Trades | 99 | 122 | 77 | 99 | 122 | 77 |
Avg Bars in Winners | 131 | 179 | 92 | 131 | 179 | 92 |
Avg Bars in Losers | 62 | 67 | 54 | 62 | 67 | 54 |
Bars Traded | 8976 | 5497 | 3479 | 8976 | 5497 | 3479 |
Profit Streak | 123.2327 | 0 | 406.2327 | 123.2327 | 0 | 406.2327 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739750 | 683901 | -60578 | 332788 | -30269 | 349766 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "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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