Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313920.1301 | 361378.9301 | -47458.8 | 8854.2797 | 63137.4701 | -54283.1904 |
Total P&L (%) | 313.9201 | 361.3789 | -47.4588 | 8.8543 | 63.1375 | -54.2832 |
Avg Daily Profit (%) | 0.2223 | 0.2559 | -0.0336 | 0.006 | 0.0347 | -0.0554 |
Buy And Hold Return (%) | 68.6312 | 68.6312 | 68.6312 | 68.6312 | 68.6312 | 68.6312 |
Max Trade Drawdown | -94682 | -66010 | -99983 | -73175 | -72237 | -63353 |
Profit Factor | 1.5412 | 2.6829 | 0.8701 | 1.0192 | 1.3469 | 0.806 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 50.6024 | 54.7619 | 46.3415 | 50.6024 | 54.7619 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.5045 | 2.2163 | 1.0075 | 0.9949 | 1.1126 | 0.9333 |
Largest Winning Trade | 193295 | 193295 | 52958 | 81108 | 81108 | 37936 |
Largest Losing Trade | -55926 | -26121 | -55926 | -58293 | -28328 | -58293 |
Avg Bars in Trades | 64 | 55 | 72 | 64 | 55 | 72 |
Avg Bars in Winners | 78 | 61 | 100 | 78 | 61 | 100 |
Avg Bars in Losers | 48 | 49 | 48 | 48 | 49 | 48 |
Bars Traded | 5324 | 2349 | 2975 | 5324 | 2349 | 2975 |
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 | 272490 | 457971 | -580498 | -552877 | -311329 | -582165 |
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{ "first_band": { "type": "tema", "factors": { "length": 78, "offset": 102 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 78, "offset": 102 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
# | 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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