Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509750.1413 | 1422797.5337 | 86952.6076 | 1287001.8845 | 1015008.4819 | 271993.4026 |
Total P&L (%) | 1509.7501 | 1422.7975 | 86.9526 | 1287.0019 | 1015.0085 | 271.9934 |
Avg Daily Profit (%) | 0.8171 | 0.7701 | 0.0471 | 0.1424 | 0.1306 | 0.0711 |
Buy And Hold Return (%) | 45.7694 | 45.7694 | 45.7694 | 45.7694 | 45.7694 | 45.7694 |
Max Trade Drawdown | -91325 | -80772 | -105139 | -1564910 | -1664926 | -1565413 |
Profit Factor | 3.0724 | 4.8997 | 1.2391 | 1.1074 | 1.1704 | 1.0451 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 31.2169 | 27.3684 | 35.1064 | 31.2169 | 27.3684 | 35.1064 |
Ratio Avg Win / Avg Loss | 6.7697 | 13.003 | 2.2905 | 2.44 | 3.106 | 1.9319 |
Largest Winning Trade | 1339083 | 1339083 | 60571 | 1381420 | 1381420 | 669721 |
Largest Losing Trade | -21026 | -17958 | -21026 | -543741 | -397277 | -543741 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 140 | 132 | 146 | 140 | 132 | 146 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 10766 | 4726 | 6040 | 10766 | 4726 | 6040 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458484 | 34362 | -142887 | -110107 | -69946 | -274560 |
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{ "first_band": { "type": "kcb", "factors": { "length": 129, "offset": 170, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 129, "offset": 170, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 18, "offset": 0 } } }
# | 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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