Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1626197.2474 | -92169.9855 | -1534027.262 | 299619.8072 | -3013776.4071 | 3313396.2142 |
Total P&L (%) | -1626.1972 | -92.17 | -1534.0273 | 299.6198 | -3013.7764 | 3313.3962 |
Avg Daily Profit (%) | -0.7212 | -0.0409 | -0.6803 | 0.0615 | 0 | 0.1567 |
Buy And Hold Return (%) | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 |
Max Trade Drawdown | -1788161 | -107589 | -1692642 | -4413565 | -3181774 | -1576096 |
Profit Factor | 0.2086 | 0.6185 | 0.1539 | 1.0432 | 0.277 | 2.1965 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 39 | 18 | 21 |
Losing Trades | 23 | 13 | 10 | 21 | 12 | 9 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 65 | 60 | 70 |
Ratio Avg Win / Avg Loss | 0.1296 | 0.473 | 0.077 | 0.5617 | 0.1847 | 0.9414 |
Largest Winning Trade | 30576 | 29429 | 30576 | 3588299 | 405216 | 3588299 |
Largest Losing Trade | -1137048 | -57686 | -1137048 | -2543473 | -2543473 | -1134714 |
Avg Bars in Trades | 222 | 173 | 270 | 222 | 173 | 270 |
Avg Bars in Winners | 93 | 73 | 110 | 128 | 80 | 168 |
Avg Bars in Losers | 428 | 304 | 590 | 396 | 313 | 508 |
Bars Traded | 13334 | 5211 | 8123 | 13334 | 5211 | 8123 |
Profit Streak | 184.0251 | 184.0251 | 270.6918 | 184.0251 | 184.0251 | 270.6918 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751300 | -578603 | -577226 | -576765 | -578171 | 469917 |
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{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 2 } } }
# | 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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