Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350651.4073 | 309882.9455 | 40768.4618 | 286254.5176 | 184996.518 | 101257.9996 |
Total P&L (%) | 350.6514 | 309.8829 | 40.7685 | 286.2545 | 184.9965 | 101.258 |
Avg Daily Profit (%) | 0.3366 | 0.2975 | 0.0391 | 0.1298 | 0.1006 | 0.0672 |
Buy And Hold Return (%) | 119.6709 | 119.6709 | 119.6709 | 119.6709 | 119.6709 | 119.6709 |
Max Trade Drawdown | -80778 | -90282 | -6109 | -411036 | -437898 | -28322 |
Profit Factor | 2.1707 | 2.1398 | 2.4756 | 1.2711 | 1.1922 | 2.0857 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 51.7241 | 39.5349 | 63.6364 | 51.7241 | 39.5349 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.026 | 3.2726 | 1.4146 | 1.1864 | 1.8234 | 1.1918 |
Largest Winning Trade | 241906 | 241906 | 7455 | 318722 | 318722 | 28809 |
Largest Losing Trade | -27626 | -27626 | -5391 | -178490 | -178490 | -28163 |
Avg Bars in Trades | 272 | 523 | 26 | 272 | 523 | 26 |
Avg Bars in Winners | 251 | 618 | 28 | 251 | 618 | 28 |
Avg Bars in Losers | 294 | 460 | 23 | 294 | 460 | 23 |
Bars Traded | 23664 | 22497 | 1166 | 23664 | 22497 | 1166 |
Profit Streak | 83.0658 | 83.0658 | 103.0658 | 83.0658 | 83.0658 | 103.0658 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416405 | 201144 | -299294 | -22271 | -80055 | -262676 |
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{ "first_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 98, "offset": 35 } } }
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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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