Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001354.7855 | 890579.5736 | 110775.2119 | 761553.7808 | 857799.1099 | -96245.3291 |
Total P&L (%) | 1001.3548 | 890.5796 | 110.7752 | 761.5538 | 857.7991 | -96.2453 |
Avg Daily Profit (%) | 0.5293 | 0.4707 | 0.0585 | 0.1139 | 0.1195 | -0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158969 | -124128 | -40327 | -4677211 | -3347134 | -1378186 |
Profit Factor | 3.3382 | 4.0531 | 1.8112 | 1.1195 | 1.1869 | 0.9461 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.4495 | 5.3002 | 1.4916 | 1.1568 | 1.5521 | 0.7792 |
Largest Winning Trade | 740209 | 740209 | 29440 | 3895637 | 3895637 | 377322 |
Largest Losing Trade | -63486 | -63486 | -20037 | -1359903 | -1359903 | -830066 |
Avg Bars in Trades | 87 | 142 | 33 | 87 | 142 | 33 |
Avg Bars in Winners | 81 | 132 | 42 | 81 | 132 | 42 |
Avg Bars in Losers | 92 | 150 | 22 | 92 | 150 | 22 |
Bars Traded | 5322 | 4287 | 1035 | 5322 | 4287 | 1035 |
Profit Streak | 0 | 94.261 | 0 | 0 | 94.261 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149083 | 553361 | -111828 | -295982 | -48958 | -580190 |
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{ "first_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 4 } } }
# | 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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