Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1797555.52 | 1639786.8843 | 157768.6357 | 22923321.261 | 22327922.543 | 595398.718 |
Total P&L (%) | 1797.5555 | 1639.7869 | 157.7686 | 22923.3213 | 22327.9225 | 595.3987 |
Avg Daily Profit (%) | 0.9765 | 0.8908 | 0.0857 | 0.2959 | 0.2945 | 0.1054 |
Buy And Hold Return (%) | 647.912 | 647.912 | 647.912 | 647.912 | 647.912 | 647.912 |
Max Trade Drawdown | -88328 | -76819 | -41756 | -33221552 | -24394106 | -17110858 |
Profit Factor | 3.3646 | 4.7597 | 1.4869 | 1.2244 | 1.3869 | 1.0134 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 36.3636 | 29.2929 | 43.4343 | 36.3636 | 29.2929 | 43.4343 |
Ratio Avg Win / Avg Loss | 5.8881 | 11.4889 | 1.9364 | 2.1428 | 3.3478 | 1.3198 |
Largest Winning Trade | 1041342 | 1041342 | 63490 | 19889657 | 19889657 | 6149632 |
Largest Losing Trade | -21948 | -17364 | -21948 | -11589576 | -4275203 | -11589576 |
Avg Bars in Trades | 110 | 127 | 93 | 110 | 127 | 93 |
Avg Bars in Winners | 212 | 290 | 158 | 212 | 290 | 158 |
Avg Bars in Losers | 51 | 59 | 42 | 51 | 59 | 42 |
Bars Traded | 21810 | 12586 | 9224 | 21810 | 12586 | 9224 |
Profit Streak | 0 | 36.5771 | 0 | 0 | 36.5771 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438293 | 241013 | -244817 | 191673 | -69 | -426256 |
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{ "first_band": { "type": "kcl", "factors": { "length": 131, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 131, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 69, "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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