Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213354.8301 | 244828.424 | -31473.5939 | -40800.7332 | 84029.7445 | -124830.4777 |
Total P&L (%) | 213.3548 | 244.8284 | -31.4736 | -40.8007 | 84.0297 | -124.8305 |
Avg Daily Profit (%) | 0.1319 | 0.1513 | -0.0195 | -0.0324 | 0.0377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185689 | -62230 | -271020 | -135868 | -55447 | -198846 |
Profit Factor | 1.3392 | 2.2482 | 0.9273 | 0.8832 | 1.7595 | 0.4772 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 37.8788 | 42.4242 | 33.3333 | 37.8788 | 42.4242 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.1963 | 3.0511 | 1.8546 | 1.4485 | 2.3879 | 0.9543 |
Largest Winning Trade | 97883 | 97883 | 63061 | 72758 | 72758 | 41051 |
Largest Losing Trade | -52134 | -26254 | -52134 | -47982 | -31064 | -47982 |
Avg Bars in Trades | 284 | 141 | 427 | 284 | 141 | 427 |
Avg Bars in Winners | 524 | 248 | 876 | 524 | 248 | 876 |
Avg Bars in Losers | 137 | 61 | 202 | 137 | 61 | 202 |
Bars Traded | 18754 | 4654 | 14100 | 18754 | 4654 | 14100 |
Profit Streak | 0 | 0 | 586.9336 | 0 | 0 | 586.9336 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149045 | 306476 | -583547 | -712602 | -142170 | -586325 |
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 168, "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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