Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207690.8844 | -22704.9855 | 230395.8698 | 174348.0436 | -115503.102 | 289851.1456 |
Total P&L (%) | 207.6909 | -22.705 | 230.3959 | 174.348 | -115.5031 | 289.8511 |
Avg Daily Profit (%) | 0.1359 | -0.0149 | 0.1508 | 0.0661 | 0 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58036 | -132268 | -24380 | -123180 | -194376 | -90582 |
Profit Factor | 1.5713 | 0.9024 | 2.7599 | 1.2565 | 0.7312 | 2.1594 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 53.8462 | 39.3939 | 68.75 | 53.8462 | 39.3939 | 68.75 |
Ratio Avg Win / Avg Loss | 1.3469 | 1.3883 | 1.2545 | 1.077 | 1.1248 | 0.9816 |
Largest Winning Trade | 71789 | 48396 | 71789 | 103647 | 55107 | 103647 |
Largest Losing Trade | -27825 | -27825 | -22312 | -84981 | -61891 | -84981 |
Avg Bars in Trades | 45 | 35 | 57 | 45 | 35 | 57 |
Avg Bars in Winners | 54 | 39 | 62 | 54 | 39 | 62 |
Avg Bars in Losers | 36 | 31 | 45 | 36 | 31 | 45 |
Bars Traded | 2987 | 1155 | 1832 | 2987 | 1155 | 1832 |
Profit Streak | 0 | 0 | 82.3217 | 0 | 0 | 82.3217 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145334 | -583260 | 529783 | -240394 | -583260 | -69337 |
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{ "first_band": { "type": "kcb", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 44, "offset": 0 } } }
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# | 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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