Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85447.1089 | 66272.2314 | 19174.8775 | 111304.2432 | 94717.4642 | 16586.7789 |
Total P&L (%) | 85.4471 | 66.2722 | 19.1749 | 111.3042 | 94.7175 | 16.5868 |
Avg Daily Profit (%) | 0.7881 | 0.6113 | 0.1769 | 0.6924 | 0.6165 | 0.1416 |
Buy And Hold Return (%) | 38.9587 | 38.9587 | 38.9587 | 38.9587 | 38.9587 | 38.9587 |
Max Trade Drawdown | -21648 | -13005 | -11967 | -41889 | -24882 | -23046 |
Profit Factor | 1.8431 | 2.3323 | 1.3716 | 1.7294 | 2.3037 | 1.2075 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 43.5897 | 48.7179 | 38.4615 | 43.5897 | 48.7179 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.3852 | 2.455 | 2.1945 | 2.238 | 2.4249 | 1.9319 |
Largest Winning Trade | 21045 | 21045 | 11168 | 31322 | 31322 | 17482 |
Largest Losing Trade | -6713 | -4744 | -6713 | -11868 | -8536 | -11868 |
Avg Bars in Trades | 130 | 142 | 119 | 130 | 142 | 119 |
Avg Bars in Winners | 213 | 218 | 206 | 213 | 218 | 206 |
Avg Bars in Losers | 67 | 69 | 65 | 67 | 69 | 65 |
Bars Traded | 10214 | 5547 | 4667 | 10214 | 5547 | 4667 |
Profit Streak | 4.587 | 8.8058 | 0 | 4.587 | 8.8058 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32275 | 206504 | -163066 | -30950 | 371370 | -175435 |
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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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