Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330645.3708 | 74469.3614 | 256176.0094 | -57358.8921 | 147299.5559 | -204658.448 |
Total P&L (%) | 330.6454 | 74.4694 | 256.176 | -57.3589 | 147.2996 | -204.6584 |
Avg Daily Profit (%) | 0.1989 | 0.0448 | 0.1541 | -0.0513 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100626 | -62281 | -108709 | -445712 | -31032 | -446701 |
Profit Factor | 1.8987 | 1.5289 | 2.128 | 0.9016 | 3.5194 | 0.6099 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 82.6667 | 78.3784 | 86.8421 | 82.6667 | 78.3784 | 86.8421 |
Ratio Avg Win / Avg Loss | 0.3981 | 0.4218 | 0.3224 | 0.1891 | 0.9709 | 0.0924 |
Largest Winning Trade | 37830 | 20860 | 37830 | 88493 | 78951 | 88493 |
Largest Losing Trade | -97325 | -53173 | -97325 | -445196 | -23171 | -445196 |
Avg Bars in Trades | 64 | 37 | 90 | 64 | 37 | 90 |
Avg Bars in Winners | 39 | 19 | 56 | 39 | 19 | 56 |
Avg Bars in Losers | 184 | 102 | 317 | 184 | 102 | 317 |
Bars Traded | 4830 | 1386 | 3445 | 4830 | 1386 | 3445 |
Profit Streak | 165.0583 | 165.0583 | 284.725 | 165.0583 | 165.0583 | 284.725 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46835 | -128176 | 522017 | -636051 | -111151 | -574775 |
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 3 } } }
# | 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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