Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657205.887 | 405412.7977 | 251793.0893 | 3619360.2577 | 489292.2663 | 3130067.9914 |
Total P&L (%) | 657.2059 | 405.4128 | 251.7931 | 3619.3603 | 489.2923 | 3130.068 |
Avg Daily Profit (%) | 0.3631 | 0.224 | 0.1391 | 0.2 | 0.098 | 0.1922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65235 | -40111 | -54798 | -2490161 | -1750609 | -2438629 |
Profit Factor | 3.0406 | 3.4899 | 2.5813 | 1.3656 | 1.1003 | 1.6236 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 38.4615 | 30.303 | 46.875 | 38.4615 | 30.303 | 46.875 |
Ratio Avg Win / Avg Loss | 4.865 | 8.0267 | 2.9255 | 2.185 | 2.5306 | 1.84 |
Largest Winning Trade | 270592 | 270592 | 66698 | 1803798 | 1616125 | 1803798 |
Largest Losing Trade | -42998 | -17608 | -42998 | -1869330 | -606889 | -1869330 |
Avg Bars in Trades | 51 | 22 | 81 | 51 | 22 | 81 |
Avg Bars in Winners | 109 | 57 | 144 | 109 | 57 | 144 |
Avg Bars in Losers | 15 | 7 | 26 | 15 | 7 | 26 |
Bars Traded | 3372 | 755 | 2617 | 3372 | 755 | 2617 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125524 | 255402 | -3649 | -131131 | -178617 | 352692 |
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{ "first_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 19, "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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