Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1940936.4711 | 2028556.0347 | -87619.5636 | -53153.5391 | 512451.5541 | -565605.0932 |
Total P&L (%) | 1940.9365 | 2028.556 | -87.6196 | -53.1535 | 512.4516 | -565.6051 |
Avg Daily Profit (%) | 0.8411 | 0.879 | -0.038 | -0.0329 | 0.0786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173540 | -84263 | -132196 | -903292 | -326884 | -686912 |
Profit Factor | 3.7659 | 7.4724 | 0.7744 | 0.9627 | 1.9213 | 0.3498 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 33.8028 | 30.5556 | 37.1429 | 33.8028 | 30.5556 | 37.1429 |
Ratio Avg Win / Avg Loss | 7.3748 | 16.9827 | 1.3105 | 1.8853 | 4.3667 | 0.5919 |
Largest Winning Trade | 2044802 | 2044802 | 91489 | 670206 | 670206 | 116400 |
Largest Losing Trade | -71802 | -46326 | -71802 | -391079 | -304684 | -391079 |
Avg Bars in Trades | 116 | 76 | 156 | 116 | 76 | 156 |
Avg Bars in Winners | 268 | 186 | 337 | 268 | 186 | 337 |
Avg Bars in Losers | 38 | 28 | 49 | 38 | 28 | 49 |
Bars Traded | 8250 | 2769 | 5481 | 8250 | 2769 | 5481 |
Profit Streak | 0 | 0 | 256.9483 | 0 | 0 | 256.9483 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77484 | 511163 | -583150 | -675576 | -91555 | -584816 |
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{ "first_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } } }
# | 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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