Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973078.7121 | 874137.1214 | 98941.5906 | 5508384.5685 | 4449128.9818 | 1059255.5867 |
Total P&L (%) | 973.0787 | 874.1371 | 98.9416 | 5508.3846 | 4449.129 | 1059.2556 |
Avg Daily Profit (%) | 0.4462 | 0.4008 | 0.0454 | 0.1848 | 0.1752 | 0.1124 |
Buy And Hold Return (%) | 478.5714 | 478.5714 | 478.5714 | 478.5714 | 478.5714 | 478.5714 |
Max Trade Drawdown | -109928 | -134145 | -54008 | -9258737 | -6712394 | -6850309 |
Profit Factor | 2.8333 | 3.4472 | 1.57 | 1.2178 | 1.3001 | 1.1012 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 58.1081 | 51.3514 | 64.8649 | 58.1081 | 51.3514 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.0426 | 3.2657 | 0.8504 | 0.8779 | 1.2317 | 0.5965 |
Largest Winning Trade | 312133 | 312133 | 48322 | 5028612 | 5028612 | 3089154 |
Largest Losing Trade | -57786 | -57786 | -39958 | -5940682 | -2833857 | -5940682 |
Avg Bars in Trades | 113 | 184 | 41 | 113 | 184 | 41 |
Avg Bars in Winners | 83 | 137 | 40 | 83 | 137 | 40 |
Avg Bars in Losers | 154 | 234 | 44 | 154 | 234 | 44 |
Bars Traded | 8381 | 6837 | 1543 | 8381 | 6837 | 1543 |
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 | -58565 | 305365 | -296097 | -61626 | 291276 | -156917 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 158, "offset": 0, "scalar": 3 } } }
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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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