Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61793.1935 | 193.778 | 61599.4155 | 56649.3218 | -2533.3579 | 59182.6796 |
Total P&L (%) | 61.7932 | 0.1938 | 61.5994 | 56.6493 | -2.5334 | 59.1827 |
Avg Daily Profit (%) | 0.2373 | 0.0007 | 0.2365 | 0.1725 | -0.0099 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34464 | -11454 | -37502 | -73234 | -23101 | -79185 |
Profit Factor | 1.4892 | 1.0046 | 1.7295 | 1.2369 | 0.9654 | 1.3569 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 60.6557 | 64.5161 | 56.6667 | 60.6557 | 64.5161 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.966 | 0.5525 | 1.3226 | 0.8023 | 0.531 | 1.0376 |
Largest Winning Trade | 16873 | 6704 | 16873 | 32676 | 14351 | 32676 |
Largest Losing Trade | -18945 | -10143 | -18945 | -43216 | -18345 | -43216 |
Avg Bars in Trades | 381 | 78 | 695 | 381 | 78 | 695 |
Avg Bars in Winners | 316 | 51 | 629 | 316 | 51 | 629 |
Avg Bars in Losers | 481 | 127 | 781 | 481 | 127 | 781 |
Bars Traded | 23288 | 2427 | 20861 | 23288 | 2427 | 20861 |
Profit Streak | 7.2643 | 7.2747 | 0 | 7.2643 | 7.2747 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158366 | -573567 | 322620 | -160805 | -579650 | 236526 |
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{ "first_band": { "type": "kcu", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 229, "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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