Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255044.5549 | 1284579.3486 | -29534.7938 | 270259.5442 | 170621.2725 | 99638.2717 |
Total P&L (%) | 1255.0446 | 1284.5793 | -29.5348 | 270.2595 | 170.6213 | 99.6383 |
Avg Daily Profit (%) | 0.5792 | 0.5928 | -0.0136 | 0.0604 | 0.046 | 0.0319 |
Buy And Hold Return (%) | 400.8803 | 400.8803 | 400.8803 | 400.8803 | 400.8803 | 400.8803 |
Max Trade Drawdown | -138508 | -131478 | -88485 | -386554 | -464212 | -141711 |
Profit Factor | 2.6894 | 3.9713 | 0.9049 | 1.1345 | 1.1407 | 1.125 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 36.6197 | 28.169 | 45.0704 | 36.6197 | 28.169 | 45.0704 |
Ratio Avg Win / Avg Loss | 4.6547 | 10.1269 | 1.1029 | 1.9635 | 2.9088 | 1.371 |
Largest Winning Trade | 837328 | 837328 | 36114 | 565225 | 565225 | 133642 |
Largest Losing Trade | -53692 | -53692 | -34246 | -129330 | -105169 | -129330 |
Avg Bars in Trades | 88 | 143 | 32 | 88 | 143 | 32 |
Avg Bars in Winners | 168 | 378 | 37 | 168 | 378 | 37 |
Avg Bars in Losers | 41 | 52 | 28 | 41 | 52 | 28 |
Bars Traded | 12545 | 10221 | 2324 | 12545 | 10221 | 2324 |
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 | 309117 | -87299 | -667986 | -354343 | -464739 | -487990 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 44, "offset": 0, "scalar": 5 } } }
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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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