Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503491.1878 | 498194.0929 | 5297.095 | -184614.6031 | 1398932.2465 | -1583546.8496 |
Total P&L (%) | 503.4912 | 498.1941 | 5.2971 | -184.6146 | 1398.9322 | -1583.5469 |
Avg Daily Profit (%) | 0.3112 | 0.3079 | 0.0033 | 0 | 0.1675 | 0 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -162951 | -183257 | -117834 | -2430737 | -668412 | -2031718 |
Profit Factor | 1.6365 | 2.2852 | 1.0131 | 0.9611 | 1.987 | 0.5245 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 65 | 33 | 32 | 66 | 41 | 25 |
Losing Trades | 58 | 29 | 29 | 57 | 21 | 36 |
Profitability (%) | 52.8455 | 53.2258 | 52.459 | 53.6585 | 66.129 | 40.9836 |
Ratio Avg Win / Avg Loss | 1.4603 | 2.0082 | 0.9182 | 0.8301 | 1.0177 | 0.7553 |
Largest Winning Trade | 194624 | 194624 | 63883 | 388805 | 388805 | 369156 |
Largest Losing Trade | -108079 | -48782 | -108079 | -1869682 | -285354 | -1869682 |
Avg Bars in Trades | 154 | 150 | 159 | 154 | 150 | 159 |
Avg Bars in Winners | 199 | 201 | 198 | 157 | 160 | 151 |
Avg Bars in Losers | 104 | 92 | 115 | 152 | 131 | 164 |
Bars Traded | 19039 | 9325 | 9714 | 19039 | 9325 | 9714 |
Profit Streak | 0 | 0 | 555.1634 | 487.4134 | 560.0801 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420149 | -140868 | -722369 | -579393 | -140331 | -746242 |
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{ "first_band": { "type": "kcb", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 127, "offset": 26 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 127, "offset": 26 } } }
# | 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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