Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1855267.4517 | 1728915.7567 | 126351.695 | 6564902.6378 | 1197644.391 | 5367258.2468 |
Total P&L (%) | 1855.2675 | 1728.9158 | 126.3517 | 6564.9026 | 1197.6444 | 5367.2582 |
Avg Daily Profit (%) | 0.8228 | 0.7668 | 0.056 | 0.1864 | 0.1137 | 0.1776 |
Buy And Hold Return (%) | 209.9558 | 209.9558 | 209.9558 | 209.9558 | 209.9558 | 209.9558 |
Max Trade Drawdown | -89727 | -88646 | -48045 | -9314361 | -8871949 | -3601320 |
Profit Factor | 5.6706 | 7.7072 | 1.906 | 1.2035 | 1.0551 | 1.5106 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50.8197 | 46.6667 | 54.8387 | 50.8197 | 46.6667 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.4877 | 8.8082 | 1.5697 | 1.1647 | 1.2058 | 1.244 |
Largest Winning Trade | 1244074 | 1244074 | 53853 | 6372336 | 6372336 | 3731034 |
Largest Losing Trade | -29955 | -29955 | -27065 | -3434705 | -3434705 | -2181595 |
Avg Bars in Trades | 217 | 298 | 138 | 217 | 298 | 138 |
Avg Bars in Winners | 285 | 413 | 181 | 285 | 413 | 181 |
Avg Bars in Losers | 146 | 197 | 87 | 146 | 197 | 87 |
Bars Traded | 13254 | 8953 | 4301 | 13254 | 8953 | 4301 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144421 | 722388 | -279663 | -158477 | -202882 | 352957 |
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 160, "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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