Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664148.5739 | 677517.277 | -13368.7032 | 309419.9473 | 1339041.2733 | -1029621.326 |
Total P&L (%) | 664.1486 | 677.5173 | -13.3687 | 309.4199 | 1339.0413 | -1029.6213 |
Avg Daily Profit (%) | 0.3666 | 0.374 | -0.0074 | 0.0778 | 0.1473 | 0 |
Buy And Hold Return (%) | 136.3343 | 136.3343 | 136.3343 | 136.3343 | 136.3343 | 136.3343 |
Max Trade Drawdown | -110286 | -70728 | -81546 | -1429354 | -738186 | -1054395 |
Profit Factor | 2.1926 | 3.8049 | 0.9576 | 1.0749 | 1.815 | 0.5865 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 36.5079 | 35.4839 | 37.5 | 36.5079 | 35.4839 | 37.5 |
Ratio Avg Win / Avg Loss | 3.8133 | 6.9181 | 1.596 | 1.8693 | 3.3 | 0.9776 |
Largest Winning Trade | 392251 | 392251 | 69838 | 758259 | 758259 | 340983 |
Largest Losing Trade | -40566 | -35204 | -40566 | -745926 | -286146 | -745926 |
Avg Bars in Trades | 165 | 149 | 179 | 165 | 149 | 179 |
Avg Bars in Winners | 341 | 313 | 366 | 341 | 313 | 366 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 10401 | 4647 | 5754 | 10401 | 4647 | 5754 |
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 | -144338 | 338318 | -582893 | -387710 | 63474 | -585671 |
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{ "first_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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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