Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435331.2083 | 1323513.0209 | 111818.1874 | 8325048.7195 | 4048067.3357 | 4276981.3838 |
Total P&L (%) | 1435.3312 | 1323.513 | 111.8182 | 8325.0487 | 4048.0673 | 4276.9814 |
Avg Daily Profit (%) | 0.5742 | 0.5295 | 0.0447 | 0.1775 | 0.1491 | 0.1513 |
Buy And Hold Return (%) | 475.2876 | 475.2876 | 475.2876 | 475.2876 | 475.2876 | 475.2876 |
Max Trade Drawdown | -84889 | -59483 | -46038 | -6044492 | -4230761 | -3532167 |
Profit Factor | 5.5249 | 8.6378 | 1.7769 | 1.5282 | 1.4175 | 1.7049 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
Ratio Avg Win / Avg Loss | 8.0572 | 12.2369 | 2.6654 | 2.2286 | 2.0082 | 2.5574 |
Largest Winning Trade | 1027101 | 1027101 | 56591 | 3492420 | 3492420 | 3447725 |
Largest Losing Trade | -25458 | -20124 | -25458 | -1799191 | -1799191 | -1785876 |
Avg Bars in Trades | 159 | 196 | 122 | 159 | 196 | 122 |
Avg Bars in Winners | 294 | 365 | 224 | 294 | 365 | 224 |
Avg Bars in Losers | 65 | 77 | 55 | 65 | 77 | 55 |
Bars Traded | 9382 | 5702 | 3680 | 9382 | 5702 | 3680 |
Profit Streak | 321.4518 | 329.7018 | 321.4518 | 321.4518 | 329.7018 | 321.4518 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165714 | 490958 | -298541 | -171601 | 213430 | 283758 |
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{ "first_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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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