Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298113.118 | 1102132.0481 | 195981.0699 | 2859636.9178 | -2517808.3902 | 5377445.308 |
Total P&L (%) | 1298.1131 | 1102.132 | 195.9811 | 2859.6369 | -2517.8084 | 5377.4453 |
Avg Daily Profit (%) | 0.5522 | 0.4688 | 0.0834 | 0.1442 | 0 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93910 | -88447 | -83771 | -5169528 | -6002680 | -2511964 |
Profit Factor | 3.6305 | 4.9878 | 1.9027 | 1.2374 | 0.6955 | 2.4249 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.1664 | 10.9733 | 1.7837 | 1.761 | 1.5302 | 2.2734 |
Largest Winning Trade | 1006914 | 1006914 | 64084 | 2238837 | 2158216 | 2238837 |
Largest Losing Trade | -36724 | -31320 | -36724 | -1300660 | -1300660 | -797521 |
Avg Bars in Trades | 220 | 183 | 258 | 220 | 183 | 258 |
Avg Bars in Winners | 378 | 348 | 397 | 378 | 348 | 397 |
Avg Bars in Losers | 109 | 108 | 110 | 109 | 108 | 110 |
Bars Traded | 13886 | 5864 | 8021 | 13886 | 5864 | 8021 |
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 | -136834 | 388707 | -77868 | -153972 | -585324 | 452680 |
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{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 140, "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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