Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120762.5396 | 1115263.4862 | 5499.0533 | 375233.6664 | 1106204.3438 | -730970.6775 |
Total P&L (%) | 1120.7625 | 1115.2635 | 5.4991 | 375.2337 | 1106.2043 | -730.9707 |
Avg Daily Profit (%) | 0.5382 | 0.5355 | 0.0026 | 0.0749 | 0.1196 | 0 |
Buy And Hold Return (%) | 297.2366 | 297.2366 | 297.2366 | 297.2366 | 297.2366 | 297.2366 |
Max Trade Drawdown | -159588 | -135552 | -55246 | -5226481 | -4585770 | -992586 |
Profit Factor | 2.9057 | 3.7677 | 1.0297 | 1.0368 | 1.1448 | 0.713 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 37.5 | 42.4242 | 40 | 37.5 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.3585 | 6.2795 | 1.3974 | 1.5553 | 1.908 | 0.9676 |
Largest Winning Trade | 728058 | 728058 | 45348 | 4956069 | 4956069 | 704303 |
Largest Losing Trade | -43941 | -43941 | -28789 | -2212694 | -2212694 | -439945 |
Avg Bars in Trades | 359 | 544 | 180 | 359 | 544 | 180 |
Avg Bars in Winners | 589 | 949 | 280 | 589 | 949 | 280 |
Avg Bars in Losers | 206 | 302 | 106 | 206 | 302 | 106 |
Bars Traded | 23391 | 17439 | 5952 | 23391 | 17439 | 5952 |
Profit Streak | 170.1718 | 172.8385 | 170.1718 | 170.1718 | 172.8385 | 170.1718 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125148 | 411460 | -545310 | -495207 | -99381 | -583167 |
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 222, "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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