Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466195.5744 | 1382969.2659 | 83226.3084 | 3965677.2764 | 6360715.4759 | -2395038.1995 |
Total P&L (%) | 1466.1956 | 1382.9693 | 83.2263 | 3965.6773 | 6360.7155 | -2395.0382 |
Avg Daily Profit (%) | 0.8063 | 0.7605 | 0.0458 | 0.204 | 0.2295 | 0 |
Buy And Hold Return (%) | 631.2403 | 631.2403 | 631.2403 | 631.2403 | 631.2403 | 631.2403 |
Max Trade Drawdown | -142260 | -117385 | -52971 | -12486741 | -7922102 | -5936884 |
Profit Factor | 2.7949 | 3.6368 | 1.2846 | 1.0996 | 1.2613 | 0.8453 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 36.6492 | 30.5263 | 42.7083 | 36.6492 | 30.5263 | 42.7083 |
Ratio Avg Win / Avg Loss | 4.8311 | 8.2769 | 1.7233 | 1.9007 | 2.8705 | 1.134 |
Largest Winning Trade | 889300 | 889300 | 44578 | 8597865 | 8597865 | 1726494 |
Largest Losing Trade | -22960 | -22960 | -21579 | -3413740 | -1896661 | -3413740 |
Avg Bars in Trades | 37 | 49 | 24 | 37 | 49 | 24 |
Avg Bars in Winners | 68 | 108 | 39 | 68 | 108 | 39 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 7124 | 4735 | 2390 | 7124 | 4735 | 2390 |
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 | 344746 | 220806 | -299317 | -106489 | 49480 | -581967 |
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 22, "offset": 0 } } }
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# | 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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