Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144420.8025 | 138178.2945 | 6242.508 | 124091.5102 | 119463.8903 | 4627.6199 |
Total P&L (%) | 144.4208 | 138.1783 | 6.2425 | 124.0915 | 119.4639 | 4.6276 |
Avg Daily Profit (%) | 0.2773 | 0.2653 | 0.012 | 0.155 | 0.151 | 0.0087 |
Buy And Hold Return (%) | 50.5129 | 50.5129 | 50.5129 | 50.5129 | 50.5129 | 50.5129 |
Max Trade Drawdown | -98474 | -19697 | -107178 | -91155 | -23916 | -93081 |
Profit Factor | 1.5514 | 3.0169 | 1.0323 | 1.4037 | 2.433 | 1.0207 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 46.3768 | 54.2857 | 38.2353 | 46.3768 | 54.2857 | 38.2353 |
Ratio Avg Win / Avg Loss | 1.7938 | 2.5406 | 1.6675 | 1.623 | 2.0488 | 1.6488 |
Largest Winning Trade | 83149 | 83149 | 41234 | 39784 | 38451 | 39784 |
Largest Losing Trade | -25009 | -7497 | -25009 | -32455 | -10216 | -32455 |
Avg Bars in Trades | 346 | 90 | 610 | 346 | 90 | 610 |
Avg Bars in Winners | 554 | 133 | 1170 | 554 | 133 | 1170 |
Avg Bars in Losers | 167 | 39 | 263 | 167 | 39 | 263 |
Bars Traded | 23935 | 3182 | 20753 | 23935 | 3182 | 20753 |
Profit Streak | 11.5296 | 29.1129 | 0 | 11.5296 | 29.1129 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99847 | 416835 | -531675 | -102403 | 301172 | -548857 |
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{ "first_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 66, "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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