Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58455.0239 | 36981.3295 | 21473.6944 | 46870.1441 | 40051.332 | 6818.8122 |
Total P&L (%) | 58.455 | 36.9813 | 21.4737 | 46.8701 | 40.0513 | 6.8188 |
Avg Daily Profit (%) | 0.4208 | 0.2662 | 0.1546 | 0.2771 | 0.2428 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31809 | -18932 | -42712 | -38596 | -23219 | -58450 |
Profit Factor | 1.3964 | 1.9124 | 1.2008 | 1.2737 | 1.868 | 1.0545 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 72.7273 | 70.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.5236 | 0.802 | 0.4003 | 0.4776 | 0.7834 | 0.3515 |
Largest Winning Trade | 9787 | 9787 | 9344 | 13092 | 13092 | 9471 |
Largest Losing Trade | -28279 | -15016 | -28279 | -33077 | -17748 | -33077 |
Avg Bars in Trades | 148 | 63 | 233 | 148 | 63 | 233 |
Avg Bars in Winners | 102 | 41 | 158 | 102 | 41 | 158 |
Avg Bars in Losers | 270 | 113 | 456 | 270 | 113 | 456 |
Bars Traded | 13037 | 2776 | 10261 | 13037 | 2776 | 10261 |
Profit Streak | 141.8758 | 141.8758 | 144.9383 | 141.8758 | 141.8758 | 144.9383 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397668 | 321274 | 76722 | 296141 | 320803 | -454506 |
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "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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