Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8391777.8045 | 8495737.6426 | -103959.838 | 257013.2429 | 787207.1654 | -530193.9224 |
Total P&L (%) | 8391.7778 | 8495.7376 | -103.9598 | 257.0132 | 787.2072 | -530.1939 |
Avg Daily Profit (%) | 4.275 | 4.3279 | -0.053 | 0.0649 | 0.1113 | 0 |
Buy And Hold Return (%) | 4892.1053 | 4892.1053 | 4892.1053 | 4892.1053 | 4892.1053 | 4892.1053 |
Max Trade Drawdown | -112074 | -98836 | -134317 | -1462614 | -961722 | -713434 |
Profit Factor | 12.861 | 19.199 | 0.5681 | 1.0645 | 1.2834 | 0.5603 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 33.0189 | 28.3019 | 37.7358 | 33.0189 | 28.3019 | 37.7358 |
Ratio Avg Win / Avg Loss | 26.0895 | 48.6375 | 0.9373 | 2.1594 | 3.2512 | 0.9245 |
Largest Winning Trade | 8553123 | 8553123 | 43352 | 1781162 | 1781162 | 195081 |
Largest Losing Trade | -33615 | -33615 | -18020 | -503851 | -503851 | -181741 |
Avg Bars in Trades | 106 | 173 | 39 | 106 | 173 | 39 |
Avg Bars in Winners | 182 | 342 | 61 | 182 | 342 | 61 |
Avg Bars in Losers | 69 | 106 | 25 | 69 | 106 | 25 |
Bars Traded | 11283 | 9197 | 2086 | 11283 | 9197 | 2086 |
Profit Streak | 0 | 0 | 447.4898 | 0 | 0 | 447.4898 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337095 | -179767 | -765017 | -426890 | -404315 | -765017 |
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{ "first_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 46, "offset": 0, "scalar": 2 } } }
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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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