Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267809.0222 | 280641.0825 | -12832.0604 | 90287.3553 | 116940.9005 | -26653.5452 |
Total P&L (%) | 267.809 | 280.6411 | -12.8321 | 90.2874 | 116.9409 | -26.6535 |
Avg Daily Profit (%) | 0.5142 | 0.5388 | -0.0246 | 0.1236 | 0.1488 | -0.0595 |
Buy And Hold Return (%) | 92.365 | 92.365 | 92.365 | 92.365 | 92.365 | 92.365 |
Max Trade Drawdown | -70569 | -65902 | -15314 | -72590 | -55110 | -29148 |
Profit Factor | 2.4356 | 2.9358 | 0.6914 | 1.3471 | 1.5845 | 0.5562 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 54.2553 | 61.7021 | 46.8085 | 54.2553 | 61.7021 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.0535 | 1.8222 | 0.7857 | 1.1358 | 0.9835 | 0.6321 |
Largest Winning Trade | 317019 | 317019 | 4400 | 160681 | 160681 | 6874 |
Largest Losing Trade | -21461 | -21461 | -5097 | -42405 | -42405 | -13400 |
Avg Bars in Trades | 240 | 465 | 16 | 240 | 465 | 16 |
Avg Bars in Winners | 251 | 432 | 12 | 251 | 432 | 12 |
Avg Bars in Losers | 227 | 516 | 19 | 227 | 516 | 19 |
Bars Traded | 22634 | 21860 | 774 | 22634 | 21860 | 774 |
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 | 431289 | 506721 | -581951 | -193174 | -76211 | -582229 |
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{ "first_band": { "type": "kcl", "factors": { "length": 34, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 34, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 214, "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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