Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5386741.3768 | 53355.5923 | -5440096.9691 | -4619474.5263 | 8800425.1275 | -13419899.6538 |
Total P&L (%) | -5386.7414 | 53.3556 | -5440.097 | -4619.4745 | 8800.4251 | -13419.8997 |
Avg Daily Profit (%) | -2.7427 | 0.0272 | -2.7699 | 0 | 0.2288 | 0 |
Buy And Hold Return (%) | 2316.5605 | 2316.5605 | 2316.5605 | 2316.5605 | 2316.5605 | 2316.5605 |
Max Trade Drawdown | -5587030 | -89545 | -5531831 | -34557225 | -8255849 | -31349952 |
Profit Factor | 0.0751 | 1.3367 | 0.0398 | 0.921 | 1.5978 | 0.6934 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 29 | 27 | 36 | 17 | 19 |
Losing Trades | 17 | 7 | 10 | 37 | 19 | 18 |
Profitability (%) | 76.7123 | 80.5556 | 72.973 | 49.3151 | 47.2222 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.0228 | 0.3227 | 0.0147 | 0.9466 | 1.7858 | 0.6569 |
Largest Winning Trade | 22831 | 22831 | 22814 | 16311344 | 12345833 | 16311344 |
Largest Losing Trade | -5473242 | -53886 | -5473242 | -28818586 | -2537700 | -28818586 |
Avg Bars in Trades | 76 | 63 | 90 | 76 | 63 | 90 |
Avg Bars in Winners | 26 | 22 | 30 | 95 | 96 | 94 |
Avg Bars in Losers | 242 | 230 | 250 | 59 | 33 | 85 |
Bars Traded | 5618 | 2279 | 3339 | 5618 | 2279 | 3339 |
Profit Streak | 416.3933 | 0 | 558.06 | 0 | 551.3933 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652729 | -319779 | -576835 | -657321 | 302382 | -580597 |
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{ "first_band": { "type": "tema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 1 } } }
# | 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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