Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -343426.9106 | 157936.3551 | -501363.2657 | 66894735.2587 | 21879273.6407 | 45015461.618 |
Total P&L (%) | -343.4269 | 157.9364 | -501.3633 | 66894.7353 | 21879.2736 | 45015.4616 |
Avg Daily Profit (%) | -0.2136 | 0.0982 | -0.3119 | 0.4056 | 0.336 | 0.3809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -669585 | -46204 | -620404 | -6450760 | -1374492 | -5154405 |
Profit Factor | 0.6719 | 2.6329 | 0.4722 | 7.3702 | 6.8329 | 7.6687 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 38 | 19 | 19 | 30 | 16 | 14 |
Losing Trades | 19 | 10 | 9 | 27 | 13 | 14 |
Profitability (%) | 66.6667 | 65.5172 | 67.8571 | 52.6316 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 0.3359 | 1.3857 | 0.2237 | 6.6332 | 5.5517 | 7.6687 |
Largest Winning Trade | 49849 | 35639 | 49849 | 12357605 | 7974251 | 12357605 |
Largest Losing Trade | -618475 | -46204 | -618475 | -5154405 | -1296355 | -5154405 |
Avg Bars in Trades | 327 | 113 | 550 | 327 | 113 | 550 |
Avg Bars in Winners | 242 | 75 | 410 | 363 | 130 | 630 |
Avg Bars in Losers | 497 | 184 | 845 | 287 | 91 | 470 |
Bars Traded | 18691 | 3280 | 15411 | 18691 | 3280 | 15411 |
Profit Streak | 10.6664 | 97.1664 | 0 | 10.6664 | 97.1664 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757469 | -55386 | -599518 | -160187 | 680531 | -2943 |
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 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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