Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1838284.7991 | 1777847.0169 | 60437.7822 | 1207540.1151 | 2583709.1158 | -1376169.0007 |
Total P&L (%) | 1838.2848 | 1777.847 | 60.4378 | 1207.5401 | 2583.7091 | -1376.169 |
Avg Daily Profit (%) | 0.7966 | 0.7704 | 0.0262 | 0.1115 | 0.1427 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167905 | -121502 | -85220 | -3104537 | -2554964 | -2029832 |
Profit Factor | 3.9572 | 5.9657 | 1.2293 | 1.1079 | 1.4278 | 0.7327 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
Ratio Avg Win / Avg Loss | 4.2125 | 8.7191 | 0.9561 | 1.1794 | 2.0868 | 0.5699 |
Largest Winning Trade | 1481593 | 1481593 | 80328 | 3356854 | 3356854 | 1278528 |
Largest Losing Trade | -40688 | -40688 | -35155 | -1212418 | -964722 | -1212418 |
Avg Bars in Trades | 133 | 151 | 115 | 133 | 151 | 115 |
Avg Bars in Winners | 172 | 223 | 135 | 172 | 223 | 135 |
Avg Bars in Losers | 96 | 102 | 89 | 96 | 102 | 89 |
Bars Traded | 8535 | 4851 | 3684 | 8535 | 4851 | 3684 |
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 | -123940 | 638557 | -159762 | -289677 | -3884 | -580000 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 67, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 67, "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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