Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528594.486 | 475437.4282 | 53157.0578 | 456735.0461 | 380838.5718 | 75896.4743 |
Total P&L (%) | 528.5945 | 475.4374 | 53.1571 | 456.735 | 380.8386 | 75.8965 |
Avg Daily Profit (%) | 0.3744 | 0.3367 | 0.0376 | 0.1217 | 0.1113 | 0.04 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -64770 | -98204 | -49612 | -384467 | -559260 | -328124 |
Profit Factor | 2.1691 | 2.4925 | 1.3979 | 1.2129 | 1.2388 | 1.1379 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 51.4706 | 47.0588 | 55.8824 | 51.4706 | 47.0588 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0451 | 2.8041 | 1.1036 | 1.1436 | 1.3937 | 0.8983 |
Largest Winning Trade | 235309 | 235309 | 43236 | 369295 | 369295 | 92578 |
Largest Losing Trade | -41111 | -41111 | -29348 | -307102 | -307102 | -209405 |
Avg Bars in Trades | 80 | 132 | 28 | 80 | 132 | 28 |
Avg Bars in Winners | 76 | 136 | 25 | 76 | 136 | 25 |
Avg Bars in Losers | 84 | 128 | 31 | 84 | 128 | 31 |
Bars Traded | 5455 | 4502 | 953 | 5455 | 4502 | 953 |
Profit Streak | 0 | 0 | 592.4102 | 0 | 0 | 592.4102 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99654 | 445653 | -305349 | -144338 | -46208 | -280365 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 127, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 127, "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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