Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352379.2407 | 377057.6155 | -24678.3748 | 121034.0889 | 362768.1262 | -241734.0373 |
Total P&L (%) | 352.3792 | 377.0576 | -24.6784 | 121.0341 | 362.7681 | -241.734 |
Avg Daily Profit (%) | 0.1906 | 0.2039 | -0.0133 | 0.0429 | 0.0829 | 0 |
Buy And Hold Return (%) | 41.7424 | 41.7424 | 41.7424 | 41.7424 | 41.7424 | 41.7424 |
Max Trade Drawdown | -125718 | -42660 | -183496 | -240719 | -91400 | -327605 |
Profit Factor | 1.6126 | 3.9258 | 0.9447 | 1.1052 | 2.3828 | 0.7278 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 35.2941 | 37.2093 | 33.3333 | 35.2941 | 37.2093 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.9564 | 6.6249 | 1.8894 | 2.0262 | 4.0209 | 1.4557 |
Largest Winning Trade | 172126 | 172126 | 66697 | 129242 | 129242 | 88335 |
Largest Losing Trade | -36390 | -14409 | -36390 | -81726 | -32583 | -81726 |
Avg Bars in Trades | 60 | 21 | 99 | 60 | 21 | 99 |
Avg Bars in Winners | 132 | 39 | 238 | 132 | 39 | 238 |
Avg Bars in Losers | 20 | 10 | 30 | 20 | 10 | 30 |
Bars Traded | 5107 | 909 | 4197 | 5107 | 909 | 4197 |
Profit Streak | 132.389 | 132.389 | 139.0557 | 132.389 | 132.389 | 139.0557 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218200 | 381049 | -583867 | -247032 | -81820 | -584979 |
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{ "first_band": { "type": "kcu", "factors": { "length": 59, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 59, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 14, "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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