Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155066.8537 | 1223519.7185 | -68452.8648 | -33388.1706 | 407908.7943 | -441296.965 |
Total P&L (%) | 1155.0669 | 1223.5197 | -68.4529 | -33.3882 | 407.9088 | -441.297 |
Avg Daily Profit (%) | 0.6241 | 0.6611 | -0.037 | -0.022 | 0.0878 | 0 |
Buy And Hold Return (%) | 58.8811 | 58.8811 | 58.8811 | 58.8811 | 58.8811 | 58.8811 |
Max Trade Drawdown | -172629 | -139727 | -120687 | -1024157 | -754700 | -478874 |
Profit Factor | 2.0379 | 2.6277 | 0.8105 | 0.9881 | 1.2137 | 0.5051 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 29.8851 | 28.7356 | 31.0345 | 29.8851 | 28.7356 | 31.0345 |
Ratio Avg Win / Avg Loss | 4.7811 | 6.5166 | 1.8011 | 2.3182 | 3.01 | 1.1225 |
Largest Winning Trade | 1023562 | 1023562 | 40946 | 580789 | 580789 | 67747 |
Largest Losing Trade | -35619 | -35619 | -21960 | -289485 | -289485 | -111705 |
Avg Bars in Trades | 126 | 204 | 48 | 126 | 204 | 48 |
Avg Bars in Winners | 262 | 444 | 93 | 262 | 444 | 93 |
Avg Bars in Losers | 68 | 107 | 27 | 68 | 107 | 27 |
Bars Traded | 21964 | 17771 | 4193 | 21964 | 17771 | 4193 |
Profit Streak | 26.8657 | 27.8657 | 0 | 26.8657 | 27.8657 | 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 | 313347 | 138923 | -585697 | -584831 | -88187 | -586808 |
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{ "first_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 69, "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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