Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078944.9119 | 1023482.1361 | 55462.7757 | 2849997.7035 | 2595042.153 | 254955.5505 |
Total P&L (%) | 1078.9449 | 1023.4821 | 55.4628 | 2849.9977 | 2595.0422 | 254.9556 |
Avg Daily Profit (%) | 0.4911 | 0.4658 | 0.0252 | 0.1542 | 0.15 | 0.0577 |
Buy And Hold Return (%) | 578.2395 | 578.2395 | 578.2395 | 578.2395 | 578.2395 | 578.2395 |
Max Trade Drawdown | -141550 | -139140 | -113689 | -1191882 | -1149041 | -531440 |
Profit Factor | 2.692 | 3.9671 | 1.1895 | 1.7783 | 2.2171 | 1.1667 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 50.4425 | 46.4286 | 54.386 | 50.4425 | 46.4286 | 54.386 |
Ratio Avg Win / Avg Loss | 2.6448 | 4.5774 | 0.9976 | 1.7471 | 2.5582 | 0.9785 |
Largest Winning Trade | 549419 | 549419 | 66533 | 1525541 | 1525541 | 348472 |
Largest Losing Trade | -64471 | -38416 | -64471 | -801181 | -801181 | -449688 |
Avg Bars in Trades | 112 | 146 | 78 | 112 | 146 | 78 |
Avg Bars in Winners | 135 | 184 | 93 | 135 | 184 | 93 |
Avg Bars in Losers | 88 | 113 | 60 | 88 | 113 | 60 |
Bars Traded | 12676 | 8204 | 4472 | 12676 | 8204 | 4472 |
Profit Streak | 0 | 198.2934 | 0 | 0 | 198.2934 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296490 | -171132 | -518197 | 359250 | -170016 | -500022 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
# | 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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