Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -358950.599 | 33935.8425 | -392886.4415 | 1083154.6976 | -800663.1404 | 1883817.8379 |
Total P&L (%) | -358.9506 | 33.9358 | -392.8864 | 1083.1547 | -800.6631 | 1883.8178 |
Avg Daily Profit (%) | -0.1979 | 0.0187 | -0.2166 | 0.1363 | 0 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -549492 | -93083 | -568207 | -669626 | -858493 | -468812 |
Profit Factor | 0.5559 | 1.1757 | 0.3612 | 1.52 | 0.4863 | 4.5917 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 46 | 22 | 24 | 38 | 17 | 21 |
Losing Trades | 14 | 8 | 6 | 22 | 13 | 9 |
Profitability (%) | 76.6667 | 73.3333 | 80 | 63.3333 | 56.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.1692 | 0.4275 | 0.0903 | 0.88 | 0.3719 | 1.9679 |
Largest Winning Trade | 31849 | 30907 | 31849 | 1512168 | 145084 | 1512168 |
Largest Losing Trade | -380561 | -54129 | -380561 | -669626 | -669626 | -413210 |
Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Winners | 35 | 21 | 48 | 48 | 18 | 72 |
Avg Bars in Losers | 228 | 223 | 235 | 137 | 150 | 118 |
Bars Traded | 4853 | 2268 | 2585 | 4853 | 2268 | 2585 |
Profit Streak | 151.1664 | 0 | 290.4998 | 151.1664 | 0 | 290.4998 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750246 | -196603 | -575545 | -182094 | -579961 | 690078 |
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{ "first_band": { "type": "kcb", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 202 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 202 } } }
# | 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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