Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6078717.7037 | 150045.9446 | -6228763.6484 | 73230526.5545 | -1967411.8502 | 75197938.4048 |
Total P&L (%) | -6078.7177 | 150.0459 | -6228.7636 | 73230.5266 | -1967.4119 | 75197.9384 |
Avg Daily Profit (%) | -2.6925 | 0.0665 | -2.7589 | 0.2927 | 0 | 0.2938 |
Buy And Hold Return (%) | 8588.2521 | 8588.2521 | 8588.2521 | 8588.2521 | 8588.2521 | 8588.2521 |
Max Trade Drawdown | -6266991 | -31479 | -6362614 | -41140310 | -16076240 | -38392094 |
Profit Factor | 0.0881 | 3.4164 | 0.0568 | 1.7379 | 0.9428 | 2.1593 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 61 | 31 | 30 | 37 | 20 | 17 |
Losing Trades | 22 | 11 | 11 | 46 | 22 | 24 |
Profitability (%) | 73.494 | 73.8095 | 73.1707 | 44.5783 | 47.619 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.0318 | 1.2123 | 0.0208 | 2.1607 | 1.037 | 3.0484 |
Largest Winning Trade | 36642 | 36642 | 33116 | 62455585 | 8676263 | 62455585 |
Largest Losing Trade | -6192391 | -18167 | -6192391 | -8381337 | -5021787 | -8381337 |
Avg Bars in Trades | 153 | 38 | 271 | 153 | 38 | 271 |
Avg Bars in Winners | 85 | 27 | 146 | 139 | 42 | 253 |
Avg Bars in Losers | 342 | 69 | 615 | 165 | 34 | 285 |
Bars Traded | 12766 | 1616 | 11150 | 12766 | 1616 | 11150 |
Profit Streak | 0 | 0 | 95.6763 | 0 | 0 | 95.6763 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578732 | -261417 | -577179 | 314573 | -579993 | 368016 |
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{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 4 } } }
# | 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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