Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184764.9731 | 1140791.9552 | 43973.0179 | 1182055.8101 | 853237.9733 | 328817.8369 |
Total P&L (%) | 1184.765 | 1140.792 | 43.973 | 1182.0558 | 853.238 | 328.8178 |
Avg Daily Profit (%) | 0.6276 | 0.6043 | 0.0233 | 0.1352 | 0.1195 | 0.0772 |
Buy And Hold Return (%) | 361.0372 | 361.0372 | 361.0372 | 361.0372 | 361.0372 | 361.0372 |
Max Trade Drawdown | -103078 | -79986 | -52182 | -785769 | -1131441 | -599340 |
Profit Factor | 3.6689 | 6.4488 | 1.1875 | 1.2412 | 1.3638 | 1.1287 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 37.8788 | 30.303 | 45.4545 | 37.8788 | 30.303 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.0171 | 14.8323 | 1.425 | 2.0356 | 3.1368 | 1.3544 |
Largest Winning Trade | 854520 | 854520 | 62389 | 945787 | 945787 | 626972 |
Largest Losing Trade | -36304 | -36304 | -29365 | -595490 | -595490 | -446923 |
Avg Bars in Trades | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Winners | 143 | 177 | 120 | 143 | 177 | 120 |
Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
Bars Traded | 5375 | 2815 | 2560 | 5375 | 2815 | 2560 |
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 | -117840 | 337250 | -343612 | -147600 | -43602 | -336460 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "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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