Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42686.6722 | -11282.4609 | 53969.1331 | 16096.5868 | -18373.4153 | 34470.002 |
Total P&L (%) | 42.6867 | -11.2825 | 53.9691 | 16.0966 | -18.3734 | 34.47 |
Avg Daily Profit (%) | 0.1639 | -0.0433 | 0.2072 | 0.0573 | -0.0779 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60641 | -18024 | -48319 | -82794 | -23728 | -63929 |
Profit Factor | 1.3588 | 0.5858 | 1.5882 | 1.1036 | 0.4804 | 1.2871 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 42.623 | 32.2581 | 53.3333 | 42.623 | 32.2581 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8291 | 1.2301 | 1.3897 | 1.4856 | 1.0088 | 1.1262 |
Largest Winning Trade | 63016 | 5489 | 63016 | 63500 | 4601 | 63500 |
Largest Losing Trade | -29484 | -4911 | -29484 | -37815 | -5204 | -37815 |
Avg Bars in Trades | 387 | 16 | 772 | 387 | 16 | 772 |
Avg Bars in Winners | 687 | 21 | 1103 | 687 | 21 | 1103 |
Avg Bars in Losers | 165 | 13 | 393 | 165 | 13 | 393 |
Bars Traded | 23659 | 498 | 23161 | 23659 | 498 | 23161 |
Profit Streak | 0 | 0 | 77.887 | 0 | 0 | 77.887 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163658 | -586890 | 302851 | -403015 | -586890 | -43838 |
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{ "first_band": { "type": "kcu", "factors": { "length": 238, "offset": 148, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "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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