Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2188790.4151 | 2045286.3581 | 143504.057 | 14615998.3023 | -18388334.6317 | 33004332.934 |
Total P&L (%) | 2188.7904 | 2045.2864 | 143.5041 | 14615.9983 | -18388.3346 | 33004.3329 |
Avg Daily Profit (%) | 1.2218 | 1.1417 | 0.0801 | 0.279 | 0 | 0.3244 |
Buy And Hold Return (%) | 233.8699 | 233.8699 | 233.8699 | 233.8699 | 233.8699 | 233.8699 |
Max Trade Drawdown | -145240 | -111319 | -65729 | -73712301 | -61635575 | -24889007 |
Profit Factor | 6.1014 | 9.4214 | 1.7707 | 1.0982 | 0.8082 | 1.6224 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 37.0968 | 29.0323 | 45.1613 | 37.0968 | 29.0323 | 45.1613 |
Ratio Avg Win / Avg Loss | 10.3458 | 23.0302 | 2.1502 | 1.8621 | 1.9756 | 1.97 |
Largest Winning Trade | 1026947 | 1026947 | 67607 | 24228648 | 23253130 | 24228648 |
Largest Losing Trade | -35166 | -19733 | -35166 | -12804791 | -10979545 | -12804791 |
Avg Bars in Trades | 165 | 153 | 178 | 165 | 153 | 178 |
Avg Bars in Winners | 336 | 361 | 320 | 336 | 361 | 320 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 10285 | 4753 | 5532 | 10285 | 4753 | 5532 |
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 | -141735 | 356683 | -250343 | -266520 | -590083 | 369028 |
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 98, "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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