Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707223.7615 | 905291.9487 | -198068.1872 | -124859.196 | -326434.2805 | 201575.0845 |
Total P&L (%) | 707.2238 | 905.2919 | -198.0682 | -124.8592 | -326.4343 | 201.5751 |
Avg Daily Profit (%) | 0.2991 | 0.3829 | -0.0838 | 0 | 0 | 0.0467 |
Buy And Hold Return (%) | 389.6542 | 389.6542 | 389.6542 | 389.6542 | 389.6542 | 389.6542 |
Max Trade Drawdown | -271274 | -205414 | -272738 | -554366 | -499157 | -61410 |
Profit Factor | 1.9224 | 3.4671 | 0.5046 | 0.8129 | 0.4014 | 2.6518 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 15 | 12 | 33 | 15 | 18 |
Losing Trades | 40 | 18 | 22 | 34 | 18 | 16 |
Profitability (%) | 40.2985 | 45.4545 | 35.2941 | 49.2537 | 45.4545 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.848 | 4.1605 | 0.9251 | 0.8376 | 0.4817 | 2.3571 |
Largest Winning Trade | 864988 | 864988 | 49099 | 194203 | 88796 | 194203 |
Largest Losing Trade | -135481 | -49517 | -135481 | -411492 | -411492 | -52086 |
Avg Bars in Trades | 67 | 79 | 55 | 67 | 79 | 55 |
Avg Bars in Winners | 102 | 103 | 100 | 44 | 52 | 38 |
Avg Bars in Losers | 43 | 59 | 31 | 89 | 101 | 74 |
Bars Traded | 4513 | 2623 | 1890 | 4513 | 2623 | 1890 |
Profit Streak | 16.017 | 0 | 70.517 | 0 | 247.517 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120059 | 349427 | -585956 | -702068 | -581598 | -290902 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 10, "offset": 111 } }, "second_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 2 } } }
# | 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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