Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98506.7825 | 59167.2565 | 39339.526 | 105938.9389 | 82879.3575 | 23059.5814 |
Total P&L (%) | 98.5068 | 59.1673 | 39.3395 | 105.9389 | 82.8794 | 23.0596 |
Avg Daily Profit (%) | 0.3783 | 0.2272 | 0.1511 | 0.2778 | 0.2321 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37136 | -26758 | -29643 | -73245 | -41708 | -54991 |
Profit Factor | 1.3716 | 1.3576 | 1.395 | 1.258 | 1.3491 | 1.1331 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 68.2119 | 69.3333 | 67.1053 | 68.2119 | 69.3333 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.6392 | 0.6005 | 0.6838 | 0.5862 | 0.5967 | 0.5554 |
Largest Winning Trade | 15744 | 15744 | 8237 | 16036 | 16036 | 10778 |
Largest Losing Trade | -20075 | -20075 | -18362 | -31487 | -26274 | -31487 |
Avg Bars in Trades | 159 | 214 | 104 | 159 | 214 | 104 |
Avg Bars in Winners | 115 | 153 | 75 | 115 | 153 | 75 |
Avg Bars in Losers | 253 | 351 | 163 | 253 | 351 | 163 |
Bars Traded | 24037 | 16081 | 7956 | 24037 | 16081 | 7956 |
Profit Streak | 9.4608 | 18.5442 | 9.4608 | 9.4608 | 18.5442 | 9.4608 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408377 | -48097 | -43329 | 352461 | -47384 | -214403 |
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{ "first_band": { "type": "kcl", "factors": { "length": 53, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 112 } } }
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# | 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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