Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645794.926 | 572906.2329 | 72888.6931 | 275140.4473 | -243019.9702 | 518160.4175 |
Total P&L (%) | 645.7949 | 572.9062 | 72.8887 | 275.1404 | -243.02 | 518.1604 |
Avg Daily Profit (%) | 0.3421 | 0.3035 | 0.0386 | 0.0701 | 0 | 0.0965 |
Buy And Hold Return (%) | 19.6419 | 19.6419 | 19.6419 | 19.6419 | 19.6419 | 19.6419 |
Max Trade Drawdown | -163472 | -117650 | -64943 | -1493209 | -1300373 | -409638 |
Profit Factor | 1.6219 | 1.7603 | 1.2559 | 1.0387 | 0.9549 | 1.3016 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 44.7761 | 42 | 47.5248 | 44.7761 | 42 | 47.5248 |
Ratio Avg Win / Avg Loss | 2.0004 | 2.4309 | 1.3867 | 1.2811 | 1.3187 | 1.4372 |
Largest Winning Trade | 331258 | 331258 | 29128 | 485503 | 485503 | 210382 |
Largest Losing Trade | -46952 | -46952 | -44231 | -410027 | -410027 | -140550 |
Avg Bars in Trades | 111 | 192 | 30 | 111 | 192 | 30 |
Avg Bars in Winners | 151 | 276 | 41 | 151 | 276 | 41 |
Avg Bars in Losers | 78 | 132 | 19 | 78 | 132 | 19 |
Bars Traded | 22354 | 19293 | 3061 | 22354 | 19293 | 3061 |
Profit Streak | 7.6872 | 0 | 11.7706 | 7.6872 | 0 | 11.7706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432757 | 319003 | -144610 | -277627 | -582510 | -64195 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 54, "offset": 153, "scalar": 1 } } }
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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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