Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076485.9211 | 1087296.4364 | -10810.5153 | 595121.0654 | 985605.2676 | -390484.2022 |
Total P&L (%) | 1076.4859 | 1087.2964 | -10.8105 | 595.1211 | 985.6053 | -390.4842 |
Avg Daily Profit (%) | 0.5938 | 0.5998 | -0.006 | 0.107 | 0.1316 | 0 |
Buy And Hold Return (%) | 472.3596 | 472.3596 | 472.3596 | 472.3596 | 472.3596 | 472.3596 |
Max Trade Drawdown | -154744 | -83044 | -137009 | -627877 | -496446 | -633338 |
Profit Factor | 2.8249 | 4.8746 | 0.965 | 1.2455 | 1.8869 | 0.7027 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.6498 | 9.7492 | 1.9301 | 2.4909 | 3.7739 | 1.4054 |
Largest Winning Trade | 593231 | 593231 | 72243 | 587617 | 587617 | 289489 |
Largest Losing Trade | -44732 | -27161 | -44732 | -233309 | -182301 | -233309 |
Avg Bars in Trades | 148 | 138 | 159 | 148 | 138 | 159 |
Avg Bars in Winners | 299 | 274 | 324 | 299 | 274 | 324 |
Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
Bars Traded | 10709 | 4974 | 5735 | 10709 | 4974 | 5735 |
Profit Streak | 0 | 100.7833 | 0 | 0 | 100.7833 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78492 | 315204 | -584483 | -224027 | -25132 | -585594 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 130, "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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