Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40928.2884 | -20927.7993 | 61856.0876 | 32349.4537 | -31710.8393 | 64060.293 |
Total P&L (%) | 40.9283 | -20.9278 | 61.8561 | 32.3495 | -31.7108 | 64.0603 |
Avg Daily Profit (%) | 0.1572 | -0.0804 | 0.2375 | 0.1077 | -0.1464 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49654 | -34621 | -35445 | -65985 | -45353 | -47438 |
Profit Factor | 1.3058 | 0.6682 | 1.8741 | 1.1919 | 0.5994 | 1.7166 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 61.3333 | 55.2632 | 67.5676 | 61.3333 | 55.2632 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.8232 | 0.5409 | 0.8996 | 0.7514 | 0.4853 | 0.8239 |
Largest Winning Trade | 20713 | 7014 | 20713 | 22578 | 7204 | 22578 |
Largest Losing Trade | -15432 | -13773 | -15432 | -22089 | -18255 | -22089 |
Avg Bars in Trades | 323 | 47 | 607 | 323 | 47 | 607 |
Avg Bars in Winners | 273 | 33 | 475 | 273 | 33 | 475 |
Avg Bars in Losers | 403 | 65 | 882 | 403 | 65 | 882 |
Bars Traded | 24285 | 1816 | 22469 | 24285 | 1816 | 22469 |
Profit Streak | 0 | 0 | 16.7119 | 0 | 0 | 16.7119 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57358 | -581478 | 379649 | -124153 | -581478 | 359460 |
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{ "first_band": { "type": "kcu", "factors": { "length": 120, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 120, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } } }
# | 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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