Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196731.3871 | 684939.5299 | -488208.1428 | -137796.4634 | 19815142.1298 | -19952938.5932 |
Total P&L (%) | 196.7314 | 684.9395 | -488.2081 | -137.7965 | 19815.1421 | -19952.9386 |
Avg Daily Profit (%) | 0.0867 | 0.3017 | -0.2151 | 0 | 0.2335 | 0 |
Buy And Hold Return (%) | 8531.5619 | 8531.5619 | 8531.5619 | 8531.5619 | 8531.5619 | 8531.5619 |
Max Trade Drawdown | -603006 | -124390 | -542638 | -39546106 | -6971688 | -41948098 |
Profit Factor | 1.1843 | 3.4265 | 0.3782 | 0.9979 | 2.2991 | 0.5992 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 23 | 22 | 47 | 24 | 23 |
Losing Trades | 36 | 17 | 19 | 34 | 16 | 18 |
Profitability (%) | 55.5556 | 57.5 | 53.6585 | 58.0247 | 60 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.9474 | 2.5326 | 0.3266 | 0.7219 | 1.5328 | 0.469 |
Largest Winning Trade | 263724 | 263724 | 34518 | 21451522 | 9435997 | 21451522 |
Largest Losing Trade | -420345 | -37520 | -420345 | -25551377 | -6971688 | -25551377 |
Avg Bars in Trades | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Winners | 103 | 91 | 116 | 100 | 99 | 100 |
Avg Bars in Losers | 117 | 119 | 115 | 122 | 108 | 135 |
Bars Traded | 8890 | 4132 | 4758 | 8890 | 4132 | 4758 |
Profit Streak | 0 | 0 | 0 | 99.9474 | 99.9474 | 100.4474 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278038 | -149317 | -580268 | -594381 | 354517 | -578993 |
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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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