Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447575.9586 | 1432456.603 | 15119.3556 | 139770.1423 | 772388.7766 | -632618.6343 |
Total P&L (%) | 1447.576 | 1432.4566 | 15.1194 | 139.7701 | 772.3888 | -632.6186 |
Avg Daily Profit (%) | 0.782 | 0.7738 | 0.0082 | 0.0473 | 0.1171 | 0 |
Buy And Hold Return (%) | 39.6282 | 39.6282 | 39.6282 | 39.6282 | 39.6282 | 39.6282 |
Max Trade Drawdown | -138582 | -116658 | -102348 | -1254373 | -507639 | -846753 |
Profit Factor | 3.1759 | 5.2622 | 1.0459 | 1.0493 | 1.6316 | 0.6072 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 40.7767 | 32.6923 | 49.0196 | 40.7767 | 32.6923 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.6126 | 10.834 | 1.0878 | 1.524 | 3.3591 | 0.6315 |
Largest Winning Trade | 1487578 | 1487578 | 67326 | 1298082 | 1298082 | 242174 |
Largest Losing Trade | -31449 | -31449 | -25841 | -324013 | -156480 | -324013 |
Avg Bars in Trades | 209 | 201 | 217 | 209 | 201 | 217 |
Avg Bars in Winners | 330 | 365 | 307 | 330 | 365 | 307 |
Avg Bars in Losers | 125 | 121 | 131 | 125 | 121 | 131 |
Bars Traded | 21556 | 10472 | 11084 | 21556 | 10472 | 11084 |
Profit Streak | 0 | 0 | 42.0536 | 0 | 0 | 42.0536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567670 | -166134 | -697588 | -300913 | -220258 | -760663 |
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{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 202 } }, "second_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 202 } }, "second_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 5 } } }
# | 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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