Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45286.079 | 33.3806 | 45252.6984 | 19243.5479 | -10950.751 | 30194.299 |
Total P&L (%) | 45.2861 | 0.0334 | 45.2527 | 19.2435 | -10.9508 | 30.1943 |
Avg Daily Profit (%) | 0.1739 | 0.0001 | 0.1738 | 0.0676 | -0.0445 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44242 | -13532 | -44151 | -80201 | -21137 | -79885 |
Profit Factor | 1.3714 | 1.0007 | 1.6353 | 1.1044 | 0.8412 | 1.2616 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 62.069 | 65.5172 | 58.6207 | 62.069 | 65.5172 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.8381 | 0.5267 | 1.1544 | 0.6749 | 0.4427 | 0.8905 |
Largest Winning Trade | 26303 | 26303 | 21833 | 24349 | 23354 | 24349 |
Largest Losing Trade | -32633 | -26888 | -32633 | -51218 | -32758 | -51218 |
Avg Bars in Trades | 415 | 50 | 780 | 415 | 50 | 780 |
Avg Bars in Winners | 297 | 46 | 577 | 297 | 46 | 577 |
Avg Bars in Losers | 608 | 57 | 1067 | 608 | 57 | 1067 |
Bars Traded | 24094 | 1464 | 22630 | 24094 | 1464 | 22630 |
Profit Streak | 6.987 | 6.987 | 31.8516 | 6.987 | 6.987 | 31.8516 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173677 | -578638 | 316631 | -395644 | -579532 | -61388 |
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{ "first_band": { "type": "tema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 4 } } }
# | 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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