Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2018819.8313 | 2028752.6892 | -9932.8579 | 64000.678 | 52436.2309 | 11564.4472 |
Total P&L (%) | 2018.8198 | 2028.7527 | -9.9329 | 64.0007 | 52.4362 | 11.5644 |
Avg Daily Profit (%) | 0.9694 | 0.9742 | -0.0048 | 0.0238 | 0.0202 | 0.0053 |
Buy And Hold Return (%) | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 |
Max Trade Drawdown | -232751 | -241702 | -74766 | -1762613 | -2077375 | -444206 |
Profit Factor | 2.9898 | 3.8208 | 0.9664 | 1.0132 | 1.0149 | 1.0086 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 43.7838 | 43.4783 | 44.086 | 43.7838 | 43.4783 | 44.086 |
Ratio Avg Win / Avg Loss | 3.8388 | 4.967 | 1.2256 | 1.3009 | 1.3194 | 1.2792 |
Largest Winning Trade | 1750339 | 1750339 | 31556 | 1169430 | 1169430 | 362827 |
Largest Losing Trade | -58305 | -58305 | -24163 | -450082 | -450082 | -142056 |
Avg Bars in Trades | 129 | 233 | 25 | 129 | 233 | 25 |
Avg Bars in Winners | 180 | 335 | 28 | 180 | 335 | 28 |
Avg Bars in Losers | 88 | 154 | 23 | 88 | 154 | 23 |
Bars Traded | 23871 | 21469 | 2402 | 23871 | 21469 | 2402 |
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 | 632691 | 626495 | -581439 | -534400 | -538570 | -564955 |
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{ "first_band": { "type": "midprice", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 4 } } }
# | 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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