Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285524.5845 | 1205212.604 | 80311.9805 | 171357.1057 | -268303.7193 | 439660.825 |
Total P&L (%) | 1285.5246 | 1205.2126 | 80.312 | 171.3571 | -268.3037 | 439.6608 |
Avg Daily Profit (%) | 0.6903 | 0.6472 | 0.0431 | 0.0536 | 0 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119920 | -171340 | -46931 | -2075473 | -2302986 | -452321 |
Profit Factor | 2.9149 | 3.7769 | 1.3384 | 1.0278 | 0.937 | 1.23 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 46.1538 | 34.4828 | 57.6271 | 46.1538 | 34.4828 | 57.6271 |
Ratio Avg Win / Avg Loss | 3.4007 | 7.1761 | 0.9841 | 1.1991 | 1.7803 | 0.9044 |
Largest Winning Trade | 1229438 | 1229438 | 39042 | 1343963 | 1343963 | 259990 |
Largest Losing Trade | -47926 | -47926 | -29847 | -810491 | -810491 | -233159 |
Avg Bars in Trades | 90 | 140 | 41 | 90 | 140 | 41 |
Avg Bars in Winners | 96 | 189 | 41 | 96 | 189 | 41 |
Avg Bars in Losers | 86 | 114 | 42 | 86 | 114 | 42 |
Bars Traded | 10617 | 8144 | 2473 | 10617 | 8144 | 2473 |
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 | 597917 | -167610 | -312347 | -312487 | -764367 | -249761 |
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 189 } }, "second_band": { "type": "kcu", "factors": { "length": 198, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 189 } }, "second_band": { "type": "kcu", "factors": { "length": 198, "offset": 0, "scalar": 5 } } }
# | 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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