Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503148.6388 | 401813.092 | 101335.5468 | 254111.9368 | 179661.6536 | 74450.2833 |
Total P&L (%) | 503.1486 | 401.8131 | 101.3355 | 254.1119 | 179.6617 | 74.4503 |
Avg Daily Profit (%) | 0.2112 | 0.1686 | 0.0425 | 0.0531 | 0.0432 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170879 | -67098 | -186925 | -174045 | -84303 | -152636 |
Profit Factor | 1.7292 | 2.1918 | 1.2872 | 1.3617 | 1.4577 | 1.2402 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 64.2857 | 67.3469 | 61.2245 | 64.2857 | 67.3469 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.9607 | 1.0627 | 0.8152 | 0.7565 | 0.7068 | 0.7855 |
Largest Winning Trade | 123822 | 123822 | 52626 | 115742 | 115742 | 44428 |
Largest Losing Trade | -66909 | -57979 | -66909 | -122548 | -78191 | -122548 |
Avg Bars in Trades | 70 | 85 | 54 | 70 | 85 | 54 |
Avg Bars in Winners | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Losers | 87 | 127 | 53 | 87 | 127 | 53 |
Bars Traded | 6891 | 4202 | 2689 | 6891 | 4202 | 2689 |
Profit Streak | 89.1332 | 89.1332 | 335.1332 | 89.1332 | 89.1332 | 335.1332 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438975 | 493823 | -134804 | -119675 | -132559 | -160654 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 206, "offset": 0, "scalar": 1 } } }
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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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