Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138945.1364 | 113107.0904 | 25838.046 | 11650.5336 | 20443.5229 | -8792.9893 |
Total P&L (%) | 138.9451 | 113.1071 | 25.838 | 11.6505 | 20.4435 | -8.793 |
Avg Daily Profit (%) | 0.2668 | 0.2172 | 0.0496 | 0.0212 | 0.0357 | -0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88029 | -22663 | -100584 | -74766 | -27536 | -74726 |
Profit Factor | 1.2847 | 2.0195 | 1.0685 | 1.0254 | 1.1902 | 0.975 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 47.2727 | 46.988 | 47.561 | 47.2727 | 46.988 | 47.561 |
Ratio Avg Win / Avg Loss | 1.4329 | 2.2784 | 1.1781 | 1.1437 | 1.3428 | 1.075 |
Largest Winning Trade | 110500 | 110500 | 32190 | 35244 | 33847 | 35244 |
Largest Losing Trade | -51284 | -9299 | -51284 | -45277 | -11575 | -45277 |
Avg Bars in Trades | 148 | 32 | 265 | 148 | 32 | 265 |
Avg Bars in Winners | 164 | 36 | 292 | 164 | 36 | 292 |
Avg Bars in Losers | 134 | 29 | 241 | 134 | 29 | 241 |
Bars Traded | 24504 | 2712 | 21793 | 24504 | 2712 | 21793 |
Profit Streak | 1.0431 | 3.2931 | 0 | 1.0431 | 3.2931 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 161852 | 311836 | -281282 | -475314 | -166043 | -585086 |
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{ "first_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } } }
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# | 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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