Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90168.8018 | 69697.048 | 20471.7538 | 123755.9958 | 89626.6153 | 34129.3805 |
Total P&L (%) | 90.1688 | 69.697 | 20.4718 | 123.756 | 89.6266 | 34.1294 |
Avg Daily Profit (%) | 1.0387 | 0.8029 | 0.2358 | 0.9321 | 0.7398 | 0.3388 |
Buy And Hold Return (%) | 43.9728 | 43.9728 | 43.9728 | 43.9728 | 43.9728 | 43.9728 |
Max Trade Drawdown | -26914 | -22753 | -12146 | -40074 | -34047 | -13212 |
Profit Factor | 1.5204 | 1.55 | 1.4398 | 1.5118 | 1.4989 | 1.5492 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 54.2857 | 56.1905 | 52.381 | 54.2857 | 56.1905 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2803 | 1.2084 | 1.3089 | 1.2731 | 1.1686 | 1.4084 |
Largest Winning Trade | 12335 | 12335 | 8051 | 13725 | 13725 | 10504 |
Largest Losing Trade | -8931 | -8931 | -6200 | -15124 | -15124 | -6849 |
Avg Bars in Trades | 116 | 180 | 52 | 116 | 180 | 52 |
Avg Bars in Winners | 101 | 151 | 47 | 101 | 151 | 47 |
Avg Bars in Losers | 135 | 218 | 58 | 135 | 218 | 58 |
Bars Traded | 24528 | 18995 | 5533 | 24528 | 18995 | 5533 |
Profit Streak | 3.1041 | 4.5069 | 3.1041 | 3.1041 | 4.5069 | 3.1041 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265206 | 161998 | -159874 | 377923 | 240942 | -158326 |
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 116, "offset": 99 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 116, "offset": 99 } } }
# | 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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