Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69934.045 | 12912.4451 | 57021.5999 | 56548.2666 | 17163.7789 | 39384.4877 |
Total P&L (%) | 69.934 | 12.9124 | 57.0216 | 56.5483 | 17.1638 | 39.3845 |
Avg Daily Profit (%) | 0.2685 | 0.0496 | 0.219 | 0.1723 | 0.0608 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38827 | -28639 | -36670 | -82375 | -29181 | -76257 |
Profit Factor | 1.4567 | 1.2124 | 1.6176 | 1.2383 | 1.2027 | 1.2581 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 6 | 14 | 20 | 6 | 14 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 33.8983 | 20 | 48.2759 | 33.8983 | 20 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8406 | 4.8495 | 1.7331 | 2.4147 | 4.8107 | 1.3479 |
Largest Winning Trade | 35250 | 35250 | 22907 | 44797 | 44797 | 39243 |
Largest Losing Trade | -19524 | -6623 | -19524 | -39689 | -12101 | -39689 |
Avg Bars in Trades | 402 | 86 | 728 | 402 | 86 | 728 |
Avg Bars in Winners | 920 | 221 | 1219 | 920 | 221 | 1219 |
Avg Bars in Losers | 136 | 53 | 269 | 136 | 53 | 269 |
Bars Traded | 23720 | 2607 | 21113 | 23720 | 2607 | 21113 |
Profit Streak | 0 | 0 | 13.6517 | 0 | 0 | 13.6517 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177079 | -254499 | 304544 | -180129 | -173155 | -26652 |
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{ "first_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 153, "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) |
---|