Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339583.3951 | 474932.4617 | -135349.0666 | -115278.1643 | 52704.1393 | -167982.3036 |
Total P&L (%) | 339.5834 | 474.9325 | -135.3491 | -115.2782 | 52.7041 | -167.9823 |
Avg Daily Profit (%) | 0.1752 | 0.245 | -0.0698 | 0 | 0.0218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243095 | -192662 | -67820 | -345957 | -174961 | -28990 |
Profit Factor | 1.5202 | 2.45 | 0.5839 | 0.7512 | 1.2573 | 0.35 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 20 | 25 | 23 | 15 | 8 |
Losing Trades | 23 | 14 | 9 | 45 | 19 | 26 |
Profitability (%) | 66.1765 | 58.8235 | 73.5294 | 33.8235 | 44.1176 | 23.5294 |
Ratio Avg Win / Avg Loss | 0.777 | 1.715 | 0.2102 | 1.4697 | 1.5925 | 1.1373 |
Largest Winning Trade | 615796 | 615796 | 24681 | 155675 | 155675 | 41463 |
Largest Losing Trade | -160609 | -68658 | -160609 | -191472 | -174961 | -191472 |
Avg Bars in Trades | 51 | 87 | 15 | 51 | 87 | 15 |
Avg Bars in Winners | 29 | 44 | 16 | 118 | 177 | 8 |
Avg Bars in Losers | 95 | 148 | 14 | 17 | 16 | 18 |
Bars Traded | 3513 | 2970 | 543 | 3513 | 2970 | 543 |
Profit Streak | 74.9517 | 74.9517 | 149.9517 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102858 | 516916 | -576085 | -699179 | -166209 | -615147 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 221, "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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