Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181755.5389 | 1040622.2137 | 141133.3252 | 8356859.1007 | 4297641.3365 | 4059217.7641 |
Total P&L (%) | 1181.7555 | 1040.6222 | 141.1333 | 8356.8591 | 4297.6413 | 4059.2178 |
Avg Daily Profit (%) | 0.6357 | 0.5598 | 0.0759 | 0.239 | 0.2037 | 0.2007 |
Buy And Hold Return (%) | 172.2537 | 172.2537 | 172.2537 | 172.2537 | 172.2537 | 172.2537 |
Max Trade Drawdown | -94326 | -42643 | -58467 | -6426395 | -3170545 | -3837368 |
Profit Factor | 3.8044 | 6.7984 | 1.5834 | 1.6435 | 1.5929 | 1.7075 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.174 | 10.1976 | 1.9488 | 2.2352 | 2.3894 | 2.1015 |
Largest Winning Trade | 697300 | 697300 | 76613 | 2756695 | 2756695 | 2740685 |
Largest Losing Trade | -39494 | -20084 | -39494 | -1711496 | -1711496 | -1440012 |
Avg Bars in Trades | 122 | 113 | 131 | 122 | 113 | 131 |
Avg Bars in Winners | 230 | 211 | 248 | 230 | 211 | 248 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 7222 | 3395 | 3827 | 7222 | 3395 | 3827 |
Profit Streak | 0 | 0 | 312.0281 | 0 | 0 | 312.0281 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163879 | 542356 | -255152 | -170982 | 256258 | 380131 |
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{ "first_band": { "type": "kcb", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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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