Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629637.412 | 467054.7023 | 162582.7097 | 824161.2267 | 238867.4243 | 585293.8024 |
Total P&L (%) | 629.6374 | 467.0547 | 162.5827 | 824.1612 | 238.8674 | 585.2938 |
Avg Daily Profit (%) | 0.3578 | 0.2654 | 0.0924 | 0.1265 | 0.0694 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104928 | -158836 | -49299 | -391984 | -429968 | -182482 |
Profit Factor | 1.9722 | 2.2366 | 1.6023 | 1.3983 | 1.2009 | 1.6652 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 37.5 | 30.7692 | 44.2308 | 37.5 | 30.7692 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.287 | 5.0324 | 2.0202 | 2.3306 | 2.702 | 2.0996 |
Largest Winning Trade | 281878 | 281878 | 64702 | 384501 | 384501 | 197567 |
Largest Losing Trade | -28477 | -25692 | -28477 | -170082 | -160867 | -170082 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 5176 | 2229 | 2947 | 5176 | 2229 | 2947 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307755 | -175374 | -248880 | -26576 | -287522 | -225618 |
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{ "first_band": { "type": "kcb", "factors": { "length": 23, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 38, "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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