Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308708.1453 | 336866.5623 | -28158.417 | 19846.8167 | 76661.34 | -56814.5233 |
Total P&L (%) | 308.7081 | 336.8666 | -28.1584 | 19.8468 | 76.6613 | -56.8145 |
Avg Daily Profit (%) | 0.2187 | 0.2387 | -0.02 | 0.0128 | 0.0403 | -0.0595 |
Buy And Hold Return (%) | 13.3889 | 13.3889 | 13.3889 | 13.3889 | 13.3889 | 13.3889 |
Max Trade Drawdown | -141221 | -132539 | -56063 | -191111 | -160928 | -88452 |
Profit Factor | 1.5 | 1.7325 | 0.8213 | 1.0343 | 1.1748 | 0.5954 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 49.5868 | 51.6667 | 47.541 | 49.5868 | 51.6667 | 47.541 |
Ratio Avg Win / Avg Loss | 1.525 | 1.6207 | 0.9063 | 1.0515 | 1.099 | 0.657 |
Largest Winning Trade | 101635 | 101635 | 12244 | 87007 | 87007 | 11796 |
Largest Losing Trade | -69408 | -69408 | -19435 | -114639 | -114639 | -25302 |
Avg Bars in Trades | 130 | 249 | 13 | 130 | 249 | 13 |
Avg Bars in Winners | 117 | 217 | 10 | 117 | 217 | 10 |
Avg Bars in Losers | 142 | 283 | 15 | 142 | 283 | 15 |
Bars Traded | 15757 | 14948 | 809 | 15757 | 14948 | 809 |
Profit Streak | 524.7913 | 524.7913 | 583.3746 | 524.7913 | 524.7913 | 583.3746 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420978 | -157144 | -741753 | -372740 | -336482 | -741753 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 111, "offset": 84, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 111, "offset": 84, "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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