Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610087.9149 | 1542056.2284 | 68031.6865 | 51153473.7364 | 43038127.3233 | 8115346.413 |
Total P&L (%) | 1610.0879 | 1542.0562 | 68.0317 | 51153.4737 | 43038.1273 | 8115.3464 |
Avg Daily Profit (%) | 0.709 | 0.679 | 0.03 | 0.2751 | 0.2675 | 0.1943 |
Buy And Hold Return (%) | 8469.5321 | 8469.5321 | 8469.5321 | 8469.5321 | 8469.5321 | 8469.5321 |
Max Trade Drawdown | -66713 | -32676 | -108095 | -35672221 | -10143719 | -25528502 |
Profit Factor | 4.0506 | 9.7552 | 1.1935 | 1.8488 | 3.3177 | 1.1946 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 47.4026 | 46.7532 | 48.0519 | 47.4026 | 46.7532 | 48.0519 |
Ratio Avg Win / Avg Loss | 4.4945 | 11.1101 | 1.2902 | 2.0514 | 3.7785 | 1.2915 |
Largest Winning Trade | 671114 | 671114 | 53821 | 31658432 | 31658432 | 22840432 |
Largest Losing Trade | -32834 | -17675 | -32834 | -16006167 | -8827519 | -16006167 |
Avg Bars in Trades | 85 | 55 | 114 | 85 | 55 | 114 |
Avg Bars in Winners | 137 | 85 | 187 | 137 | 85 | 187 |
Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
Bars Traded | 13102 | 4258 | 8844 | 13102 | 4258 | 8844 |
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 | -146494 | -188338 | -369083 | 408416 | -29541 | -206937 |
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "offset": 0 } } }
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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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