Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575154.2532 | 215270.319 | 359883.9341 | -126765.1699 | 327831.1864 | -454596.3563 |
Total P&L (%) | 575.1543 | 215.2703 | 359.8839 | -126.7652 | 327.8312 | -454.5964 |
Avg Daily Profit (%) | 0.3462 | 0.1296 | 0.2166 | 0 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106932 | -35006 | -115464 | -772463 | -6605 | -769932 |
Profit Factor | 3.0505 | 4.0669 | 2.7113 | 0.8395 | 33.7051 | 0.4171 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 61 | 30 | 31 | 25 | 15 | 10 |
Losing Trades | 17 | 9 | 8 | 53 | 24 | 29 |
Profitability (%) | 78.2051 | 76.9231 | 79.4872 | 32.0513 | 38.4615 | 25.641 |
Ratio Avg Win / Avg Loss | 0.8501 | 1.2201 | 0.6997 | 1.7798 | 53.9281 | 1.2095 |
Largest Winning Trade | 40282 | 35038 | 40282 | 154762 | 98956 | 154762 |
Largest Losing Trade | -100101 | -35006 | -100101 | -746454 | -1367 | -746454 |
Avg Bars in Trades | 248 | 96 | 401 | 248 | 96 | 401 |
Avg Bars in Winners | 175 | 71 | 276 | 341 | 123 | 668 |
Avg Bars in Losers | 510 | 179 | 883 | 205 | 79 | 308 |
Bars Traded | 19415 | 3772 | 15642 | 19415 | 3772 | 15642 |
Profit Streak | 95.6096 | 191.3596 | 95.6096 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21547 | -9185 | 524176 | -623757 | -71769 | -606080 |
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{ "first_band": { "type": "kcu", "factors": { "length": 144, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 144, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
# | 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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