Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431798.6812 | 431345.7853 | 452.8959 | -79534.4965 | 467596.7539 | -547131.2505 |
Total P&L (%) | 431.7987 | 431.3458 | 0.4529 | -79.5345 | 467.5968 | -547.1313 |
Avg Daily Profit (%) | 0.2294 | 0.2291 | 0.0002 | -0.0842 | 0.0923 | 0 |
Buy And Hold Return (%) | 17.5482 | 17.5482 | 17.5482 | 17.5482 | 17.5482 | 17.5482 |
Max Trade Drawdown | -287150 | -170223 | -169848 | -1438847 | -663026 | -784182 |
Profit Factor | 1.1969 | 1.3905 | 1.0004 | 0.9798 | 1.2619 | 0.7468 |
Total Trades | 607 | 304 | 303 | 607 | 304 | 303 |
Winning Trades | 385 | 191 | 194 | 385 | 191 | 194 |
Losing Trades | 222 | 113 | 109 | 222 | 113 | 109 |
Profitability (%) | 63.4267 | 62.8289 | 64.0264 | 63.4267 | 62.8289 | 64.0264 |
Ratio Avg Win / Avg Loss | 0.6902 | 0.8226 | 0.5621 | 0.565 | 0.7466 | 0.4196 |
Largest Winning Trade | 56250 | 56250 | 38356 | 150272 | 150272 | 130348 |
Largest Losing Trade | -93086 | -35492 | -93086 | -632937 | -275725 | -632937 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 11237 | 5518 | 5719 | 11237 | 5518 | 5719 |
Profit Streak | 0 | 0 | 16.9778 | 0 | 0 | 16.9778 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268242 | 353346 | -575806 | -575588 | -68616 | -576585 |
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{ "first_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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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