Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727352.8585 | 503861.1097 | 223491.7488 | 4536102.7412 | 3149699.8096 | 1386402.9316 |
Total P&L (%) | 727.3529 | 503.8611 | 223.4917 | 4536.1027 | 3149.6998 | 1386.4029 |
Avg Daily Profit (%) | 0.4921 | 0.3409 | 0.1512 | 0.2599 | 0.2358 | 0.1828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44943 | -55744 | -60026 | -1576627 | -736523 | -1776788 |
Profit Factor | 3.1061 | 4.4739 | 2.1157 | 1.5684 | 2.1639 | 1.2629 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 45.4545 | 51.2821 | 39.4737 | 45.4545 | 51.2821 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.7273 | 4.2502 | 3.2441 | 1.8821 | 2.0557 | 1.9364 |
Largest Winning Trade | 322274 | 322274 | 74492 | 2342173 | 1364552 | 2342173 |
Largest Losing Trade | -27394 | -18045 | -27394 | -924590 | -553278 | -924590 |
Avg Bars in Trades | 220 | 67 | 376 | 220 | 67 | 376 |
Avg Bars in Winners | 387 | 101 | 768 | 387 | 101 | 768 |
Avg Bars in Losers | 81 | 32 | 121 | 81 | 32 | 121 |
Bars Traded | 16969 | 2651 | 14318 | 16969 | 2651 | 14318 |
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 | -31576 | 606162 | 257290 | -36660 | 455294 | 172011 |
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{ "first_band": { "type": "kcu", "factors": { "length": 221, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 39, "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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