Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52216.2911 | 35168.9549 | 17047.3362 | 51711.9167 | 29313.1624 | 22398.7542 |
Total P&L (%) | 52.2163 | 35.169 | 17.0473 | 51.7119 | 29.3132 | 22.3988 |
Avg Daily Profit (%) | 0.6015 | 0.4051 | 0.1964 | 0.4813 | 0.2966 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27447 | -25188 | -15155 | -40624 | -33060 | -21394 |
Profit Factor | 1.3423 | 1.3399 | 1.3475 | 1.2609 | 1.2173 | 1.3537 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 47.2727 | 45.122 | 49.3976 | 47.2727 | 45.122 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.4972 | 1.6296 | 1.3803 | 1.4064 | 1.4805 | 1.3867 |
Largest Winning Trade | 22969 | 22969 | 8156 | 22364 | 22364 | 11098 |
Largest Losing Trade | -10099 | -10099 | -3698 | -14631 | -14631 | -5524 |
Avg Bars in Trades | 149 | 234 | 64 | 149 | 234 | 64 |
Avg Bars in Winners | 199 | 347 | 66 | 199 | 347 | 66 |
Avg Bars in Losers | 103 | 142 | 62 | 103 | 142 | 62 |
Bars Traded | 24593 | 19266 | 5327 | 24593 | 19266 | 5327 |
Profit Streak | 3.7467 | 3.7467 | 8.2953 | 3.7467 | 3.7467 | 8.2953 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307395 | -136 | -1482 | 251278 | -3445 | 77739 |
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{ "first_band": { "type": "kcl", "factors": { "length": 34, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 130, "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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