Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663265.0228 | 634538.8915 | 28726.1313 | 196944.1512 | 83709.5881 | 113234.5631 |
Total P&L (%) | 663.265 | 634.5389 | 28.7261 | 196.9442 | 83.7096 | 113.2346 |
Avg Daily Profit (%) | 0.3617 | 0.346 | 0.0157 | 0.0594 | 0.0332 | 0.0413 |
Buy And Hold Return (%) | 169.9139 | 169.9139 | 169.9139 | 169.9139 | 169.9139 | 169.9139 |
Max Trade Drawdown | -128285 | -127540 | -10917 | -824958 | -809081 | -71085 |
Profit Factor | 2.902 | 3.2469 | 1.4332 | 1.1052 | 1.0523 | 1.4181 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 58.5859 | 53.0612 | 64 | 58.5859 | 53.0612 | 64 |
Ratio Avg Win / Avg Loss | 2.0514 | 2.8722 | 0.8062 | 0.7813 | 0.9309 | 0.7977 |
Largest Winning Trade | 646860 | 646860 | 8602 | 687237 | 687237 | 53963 |
Largest Losing Trade | -55794 | -55794 | -10917 | -405716 | -405716 | -71085 |
Avg Bars in Trades | 96 | 186 | 8 | 96 | 186 | 8 |
Avg Bars in Winners | 87 | 185 | 8 | 87 | 185 | 8 |
Avg Bars in Losers | 108 | 187 | 7 | 108 | 187 | 7 |
Bars Traded | 9552 | 9130 | 422 | 9552 | 9130 | 422 |
Profit Streak | 190.534 | 0 | 191.2007 | 190.534 | 0 | 191.2007 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526264 | 486984 | -515838 | -334394 | -478525 | -481746 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 185, "offset": 0 } } }
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# | 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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