Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563120.4182 | 549597.0313 | 13523.3869 | -51866.883 | 804351.2361 | -856218.1191 |
Total P&L (%) | 563.1204 | 549.597 | 13.5234 | -51.8669 | 804.3512 | -856.2181 |
Avg Daily Profit (%) | 0.296 | 0.2889 | 0.0071 | -0.0384 | 0.1158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254821 | -232854 | -108663 | -2268764 | -1524989 | -1074042 |
Profit Factor | 1.6135 | 1.9647 | 1.0388 | 0.9909 | 1.2175 | 0.568 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 38.0165 | 37.7049 | 38.3333 | 38.0165 | 37.7049 | 38.3333 |
Ratio Avg Win / Avg Loss | 2.6307 | 3.2461 | 1.6712 | 1.6155 | 2.0115 | 0.9137 |
Largest Winning Trade | 370505 | 370505 | 55863 | 1822011 | 1822011 | 374695 |
Largest Losing Trade | -53190 | -53190 | -35433 | -1046133 | -1046133 | -347005 |
Avg Bars in Trades | 46 | 56 | 35 | 46 | 56 | 35 |
Avg Bars in Winners | 74 | 96 | 52 | 74 | 96 | 52 |
Avg Bars in Losers | 28 | 32 | 25 | 28 | 32 | 25 |
Bars Traded | 5574 | 3438 | 2136 | 5574 | 3438 | 2136 |
Profit Streak | 480.2104 | 480.2104 | 506.8771 | 480.2104 | 480.2104 | 506.8771 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307230 | -153625 | -589594 | -581378 | -203424 | -754188 |
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{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "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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