Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305830.2298 | 339021.8259 | -33191.5961 | -50507.534 | 430327.5028 | -480835.0368 |
Total P&L (%) | 305.8302 | 339.0218 | -33.1916 | -50.5075 | 430.3275 | -480.835 |
Avg Daily Profit (%) | 0.1585 | 0.1757 | -0.0172 | -0.0364 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140294 | -133120 | -86347 | -737929 | -531647 | -542671 |
Profit Factor | 1.5737 | 1.8278 | 0.7312 | 0.9663 | 1.5045 | 0.256 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 64.1791 | 66.6667 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.8784 | 0.9139 | 0.4527 | 0.5393 | 0.7523 | 0.1585 |
Largest Winning Trade | 107375 | 107375 | 20863 | 392108 | 392108 | 63964 |
Largest Losing Trade | -69088 | -69088 | -34610 | -351480 | -351480 | -265418 |
Avg Bars in Trades | 330 | 651 | 18 | 330 | 651 | 18 |
Avg Bars in Winners | 211 | 399 | 14 | 211 | 399 | 14 |
Avg Bars in Losers | 543 | 1156 | 24 | 543 | 1156 | 24 |
Bars Traded | 22119 | 21494 | 625 | 22119 | 21494 | 625 |
Profit Streak | 0 | 75.7433 | 0 | 0 | 75.7433 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111805 | 403340 | -578992 | -699939 | -74718 | -578992 |
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{ "first_band": { "type": "tema", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 99, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 99, "offset": 0, "scalar": 5 } } }
# | 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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