Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780584.9109 | 681936.926 | 98647.985 | 1594218.1764 | 2260068.5136 | -665850.3373 |
Total P&L (%) | 780.5849 | 681.9369 | 98.648 | 1594.2182 | 2260.0685 | -665.8503 |
Avg Daily Profit (%) | 0.4824 | 0.4215 | 0.061 | 0.175 | 0.1956 | 0 |
Buy And Hold Return (%) | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 |
Max Trade Drawdown | -137332 | -129406 | -94832 | -3113195 | -2651526 | -2552143 |
Profit Factor | 2.3384 | 3.3749 | 1.3332 | 1.1639 | 1.5036 | 0.8729 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 47.4359 | 43.5897 | 51.2821 | 47.4359 | 43.5897 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.5912 | 4.3676 | 1.2665 | 1.2897 | 1.9458 | 0.8293 |
Largest Winning Trade | 218401 | 218401 | 67274 | 1526482 | 1355374 | 1526482 |
Largest Losing Trade | -78548 | -40887 | -78548 | -2176596 | -1551898 | -2176596 |
Avg Bars in Trades | 244 | 243 | 244 | 244 | 243 | 244 |
Avg Bars in Winners | 391 | 413 | 372 | 391 | 413 | 372 |
Avg Bars in Losers | 111 | 112 | 109 | 111 | 112 | 109 |
Bars Traded | 19041 | 9513 | 9528 | 19041 | 9513 | 9528 |
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 | -24869 | 500830 | -113426 | -72187 | 286796 | -580591 |
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{ "first_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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