Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -359092.0151 | 87327.5114 | -446419.5265 | 8131336.2325 | -502773.9361 | 8634110.1686 |
Total P&L (%) | -359.092 | 87.3275 | -446.4195 | 8131.3362 | -502.7739 | 8634.1102 |
Avg Daily Profit (%) | -0.191 | 0.0465 | -0.2375 | 0.2349 | 0 | 0.238 |
Buy And Hold Return (%) | 311.2792 | 311.2792 | 311.2792 | 311.2792 | 311.2792 | 311.2792 |
Max Trade Drawdown | -325361 | -22356 | -318715 | -8372975 | -3478304 | -6203815 |
Profit Factor | 0.5471 | 2.2044 | 0.3804 | 1.5617 | 0.9193 | 2.047 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 23 | 31 | 30 | 17 | 13 |
Losing Trades | 14 | 11 | 3 | 38 | 17 | 21 |
Profitability (%) | 79.4118 | 67.6471 | 91.1765 | 44.1176 | 50 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.1419 | 1.0543 | 0.0368 | 1.9782 | 0.9193 | 3.3066 |
Largest Winning Trade | 28358 | 28358 | 18319 | 7877075 | 1740125 | 7877075 |
Largest Losing Trade | -354135 | -14732 | -354135 | -6203815 | -2169159 | -6203815 |
Avg Bars in Trades | 79 | 23 | 135 | 79 | 23 | 135 |
Avg Bars in Winners | 35 | 10 | 54 | 78 | 21 | 151 |
Avg Bars in Losers | 248 | 51 | 974 | 80 | 25 | 125 |
Bars Traded | 5403 | 800 | 4603 | 5403 | 800 | 4603 |
Profit Streak | 42.7265 | 227.3932 | 42.7265 | 42.7265 | 227.3932 | 42.7265 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688924 | -289661 | -574832 | -103393 | -579161 | 311347 |
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{ "first_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 4 } } }
# | 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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