Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672161.9806 | 665614.4942 | 6547.4864 | 200794.2554 | 838324.1409 | -637529.8855 |
Total P&L (%) | 672.162 | 665.6145 | 6.5475 | 200.7943 | 838.3241 | -637.5299 |
Avg Daily Profit (%) | 0.2685 | 0.2659 | 0.0026 | 0.044 | 0.0895 | 0 |
Buy And Hold Return (%) | 325.646 | 325.646 | 325.646 | 325.646 | 325.646 | 325.646 |
Max Trade Drawdown | -199655 | -28460 | -190670 | -804030 | -82676 | -794774 |
Profit Factor | 2.3674 | 7.7735 | 1.0166 | 1.1242 | 4.3594 | 0.5336 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 2.6304 | 9.5674 | 1.0166 | 1.2491 | 5.3654 | 0.5336 |
Largest Winning Trade | 326282 | 326282 | 55971 | 633292 | 633292 | 164100 |
Largest Losing Trade | -81575 | -10528 | -81575 | -620469 | -29532 | -620469 |
Avg Bars in Trades | 165 | 107 | 224 | 165 | 107 | 224 |
Avg Bars in Winners | 265 | 168 | 355 | 265 | 168 | 355 |
Avg Bars in Losers | 74 | 58 | 93 | 74 | 58 | 93 |
Bars Traded | 9406 | 3126 | 6280 | 9406 | 3126 | 6280 |
Profit Streak | 0 | 0 | 329.7624 | 0 | 0 | 329.7624 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173852 | 304805 | -577402 | -564330 | -71324 | -600867 |
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{ "first_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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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