Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609787.2151 | 1511858.4391 | 97928.776 | 5877539.1787 | 8852613.8867 | -2975074.708 |
Total P&L (%) | 1609.7872 | 1511.8584 | 97.9288 | 5877.5392 | 8852.6139 | -2975.0747 |
Avg Daily Profit (%) | 0.8824 | 0.8288 | 0.0537 | 0.2245 | 0.2467 | 0 |
Buy And Hold Return (%) | 715.4348 | 715.4348 | 715.4348 | 715.4348 | 715.4348 | 715.4348 |
Max Trade Drawdown | -131139 | -97876 | -58297 | -21096535 | -14248837 | -9856358 |
Profit Factor | 3.104 | 4.5765 | 1.286 | 1.0924 | 1.2508 | 0.8949 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 38.0368 | 33.3333 | 42.6829 | 38.0368 | 33.3333 | 42.6829 |
Ratio Avg Win / Avg Loss | 5.0565 | 9.153 | 1.7269 | 1.7796 | 2.5016 | 1.2017 |
Largest Winning Trade | 1008884 | 1008884 | 63844 | 12660899 | 12660899 | 4897001 |
Largest Losing Trade | -30531 | -24518 | -30531 | -5565389 | -3341444 | -5565389 |
Avg Bars in Trades | 132 | 153 | 111 | 132 | 153 | 111 |
Avg Bars in Winners | 236 | 314 | 177 | 236 | 314 | 177 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 21542 | 12431 | 9111 | 21542 | 12431 | 9111 |
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 | 365335 | -3898 | -293202 | -113315 | -9108 | -586414 |
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{ "first_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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