Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112926.942 | 26252.325 | 86674.617 | 59178.1444 | 14761.9395 | 44416.2048 |
Total P&L (%) | 112.9269 | 26.2523 | 86.6746 | 59.1781 | 14.7619 | 44.4162 |
Avg Daily Profit (%) | 0.2168 | 0.0504 | 0.1664 | 0.0893 | 0.0264 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79441 | -21577 | -63596 | -135717 | -39012 | -101826 |
Profit Factor | 1.6233 | 1.4971 | 1.6752 | 1.206 | 1.1762 | 1.2182 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.2088 | 1.1717 | 1.1866 | 0.8981 | 0.9205 | 0.8629 |
Largest Winning Trade | 41076 | 10423 | 41076 | 34611 | 16899 | 34611 |
Largest Losing Trade | -63596 | -15349 | -63596 | -101678 | -29764 | -101678 |
Avg Bars in Trades | 302 | 25 | 578 | 302 | 25 | 578 |
Avg Bars in Winners | 258 | 24 | 483 | 258 | 24 | 483 |
Avg Bars in Losers | 360 | 28 | 712 | 360 | 28 | 712 |
Bars Traded | 24768 | 1062 | 23706 | 24768 | 1062 | 23706 |
Profit Streak | 54.4685 | 54.531 | 54.4685 | 54.4685 | 54.531 | 54.4685 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 98429 | -126236 | 379158 | -83622 | -202043 | -101461 |
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{ "first_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 214, "offset": 0 } } }
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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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