Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15412.8741 | -2526.6007 | 17939.4748 | 13654.1849 | -7310.9731 | 20965.158 |
Total P&L (%) | 15.4129 | -2.5266 | 17.9395 | 13.6542 | -7.311 | 20.9652 |
Avg Daily Profit (%) | 0.2959 | -0.0485 | 0.3445 | 0.2461 | -0.1457 | 0.3661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18416 | -19346 | -2570 | -23871 | -25665 | -3372 |
Profit Factor | 1.2398 | 0.9539 | 2.9067 | 1.1702 | 0.8942 | 2.8833 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 58.0645 | 58.6957 | 57.4468 | 58.0645 | 58.6957 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.8954 | 0.6713 | 2.1531 | 0.8451 | 0.6292 | 2.1358 |
Largest Winning Trade | 5037 | 5037 | 3407 | 5662 | 5662 | 3932 |
Largest Losing Trade | -8456 | -8456 | -1538 | -10629 | -10629 | -1682 |
Avg Bars in Trades | 258 | 403 | 117 | 258 | 403 | 117 |
Avg Bars in Winners | 183 | 267 | 99 | 183 | 267 | 99 |
Avg Bars in Losers | 363 | 596 | 141 | 363 | 596 | 141 |
Bars Traded | 24069 | 18547 | 5522 | 24069 | 18547 | 5522 |
Profit Streak | 12.9979 | 0 | 14.9125 | 12.9979 | 0 | 14.9125 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3611 | -581634 | 225921 | -79205 | -581634 | 303582 |
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 2 } } }
# | 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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