Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267047.6023 | 31215.9858 | 235831.6164 | 289143.5792 | -28265.7744 | 317409.3536 |
Total P&L (%) | 267.0476 | 31.216 | 235.8316 | 289.1436 | -28.2658 | 317.4094 |
Avg Daily Profit (%) | 0.176 | 0.0206 | 0.1555 | 0.0896 | -0.0219 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72414 | -56841 | -46771 | -360650 | -209879 | -233744 |
Profit Factor | 1.6853 | 1.1539 | 2.2619 | 1.1766 | 0.9651 | 1.3842 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 36.2319 | 28.5714 | 44.1176 | 36.2319 | 28.5714 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.9662 | 2.8849 | 2.8651 | 2.0708 | 2.4129 | 1.7533 |
Largest Winning Trade | 69666 | 58463 | 69666 | 244826 | 179949 | 244826 |
Largest Losing Trade | -24469 | -16746 | -24469 | -128575 | -79081 | -128575 |
Avg Bars in Trades | 256 | 113 | 404 | 256 | 113 | 404 |
Avg Bars in Winners | 550 | 244 | 753 | 550 | 244 | 753 |
Avg Bars in Losers | 90 | 60 | 129 | 90 | 60 | 129 |
Bars Traded | 17719 | 3957 | 13762 | 17719 | 3957 | 13762 |
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 | -101022 | -232534 | 332686 | -210105 | -592083 | -67752 |
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{ "first_band": { "type": "kcu", "factors": { "length": 214, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 120, "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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