Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530334.1043 | 419824.0226 | 110510.0818 | 211631.1711 | 78064.6411 | 133566.53 |
Total P&L (%) | 530.3341 | 419.824 | 110.5101 | 211.6312 | 78.0646 | 133.5665 |
Avg Daily Profit (%) | 0.2788 | 0.2207 | 0.0581 | 0.0598 | 0.0303 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137517 | -152537 | -93290 | -1887650 | -1843335 | -849960 |
Profit Factor | 1.6143 | 1.9219 | 1.2709 | 1.0389 | 1.0263 | 1.054 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 43.7126 | 44.0476 | 43.3735 | 43.7126 | 44.0476 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.0787 | 2.4414 | 1.6592 | 1.3377 | 1.3036 | 1.376 |
Largest Winning Trade | 230520 | 230520 | 58050 | 1365144 | 1365144 | 751185 |
Largest Losing Trade | -40665 | -40665 | -38131 | -625958 | -625958 | -538257 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 5517 | 2637 | 2880 | 5517 | 2637 | 2880 |
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 | 367081 | 316920 | -117242 | -292473 | -346647 | -297384 |
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{ "first_band": { "type": "tema", "factors": { "length": 6, "offset": 102 } }, "second_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 6, "offset": 102 } }, "second_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 5 } } }
# | 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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