Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -700795.9956 | 60544.5527 | -761340.5483 | 2381366.2158 | 61906.1265 | 2319460.0894 |
Total P&L (%) | -700.796 | 60.5446 | -761.3405 | 2381.3662 | 61.9061 | 2319.4601 |
Avg Daily Profit (%) | -0.3364 | 0.0291 | -0.3655 | 0.1543 | 0.0231 | 0.1531 |
Buy And Hold Return (%) | 451.9288 | 451.9288 | 451.9288 | 451.9288 | 451.9288 | 451.9288 |
Max Trade Drawdown | -845266 | -45455 | -889114 | -497286 | -213647 | -471970 |
Profit Factor | 0.4559 | 1.4206 | 0.3345 | 2.3354 | 1.0941 | 3.0607 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 23 | 25 | 46 | 22 | 24 |
Losing Trades | 41 | 22 | 19 | 43 | 23 | 20 |
Profitability (%) | 53.9326 | 51.1111 | 56.8182 | 51.6854 | 48.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.3894 | 1.3589 | 0.2542 | 2.1831 | 1.1439 | 2.5506 |
Largest Winning Trade | 44955 | 31980 | 44955 | 1171600 | 141896 | 1171600 |
Largest Losing Trade | -404702 | -20369 | -404702 | -378043 | -137076 | -378043 |
Avg Bars in Trades | 272 | 22 | 528 | 272 | 22 | 528 |
Avg Bars in Winners | 174 | 16 | 319 | 304 | 19 | 565 |
Avg Bars in Losers | 387 | 29 | 802 | 238 | 26 | 483 |
Bars Traded | 24265 | 1030 | 23235 | 24265 | 1030 | 23235 |
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 | -580030 | -318521 | -579835 | 410284 | -444810 | 463908 |
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{ "first_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 99, "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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