Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733013.7288 | 646889.0463 | 86124.6825 | 564235.8811 | 112717.0044 | 451518.8767 |
Total P&L (%) | 733.0137 | 646.889 | 86.1247 | 564.2359 | 112.717 | 451.5189 |
Avg Daily Profit (%) | 0.3926 | 0.3464 | 0.0461 | 0.1015 | 0.0404 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77387 | -73104 | -59266 | -513381 | -481817 | -176168 |
Profit Factor | 2.2325 | 2.8694 | 1.3463 | 1.2173 | 1.0726 | 1.4327 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 34.9057 | 28.3019 | 41.5094 | 34.9057 | 28.3019 | 41.5094 |
Ratio Avg Win / Avg Loss | 4.1633 | 7.2691 | 1.8971 | 2.27 | 2.7171 | 2.0189 |
Largest Winning Trade | 564612 | 564612 | 60386 | 528712 | 528712 | 166629 |
Largest Losing Trade | -34031 | -34031 | -24135 | -157455 | -157455 | -117691 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 137 | 139 | 135 | 137 | 139 | 135 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 7369 | 3302 | 4068 | 7369 | 3302 | 4068 |
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 | 300397 | -180827 | -313186 | -62015 | -474102 | -252174 |
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{ "first_band": { "type": "kcb", "factors": { "length": 53, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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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