Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34481.7712 | 9211.1305 | 25270.6407 | 36884.5795 | 9513.6963 | 27370.8832 |
Total P&L (%) | 34.4818 | 9.2111 | 25.2706 | 36.8846 | 9.5137 | 27.3709 |
Avg Daily Profit (%) | 0.6621 | 0.1769 | 0.4852 | 0.6047 | 0.1747 | 0.4656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15052 | -14433 | -10732 | -18077 | -16367 | -12133 |
Profit Factor | 1.4692 | 1.2876 | 1.6096 | 1.4356 | 1.257 | 1.5745 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 69.1589 | 66.6667 | 71.6981 | 69.1589 | 66.6667 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.6552 | 0.6438 | 0.6354 | 0.6402 | 0.6285 | 0.6215 |
Largest Winning Trade | 6534 | 6534 | 4938 | 7209 | 7209 | 5281 |
Largest Losing Trade | -10269 | -10269 | -8001 | -11624 | -11624 | -8942 |
Avg Bars in Trades | 220 | 140 | 302 | 220 | 140 | 302 |
Avg Bars in Winners | 144 | 81 | 204 | 144 | 81 | 204 |
Avg Bars in Losers | 390 | 259 | 548 | 390 | 259 | 548 |
Bars Traded | 23614 | 7606 | 16008 | 23614 | 7606 | 16008 |
Profit Streak | 0 | 0 | 4.4717 | 0 | 0 | 4.4717 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334737 | -339964 | -171540 | 317370 | -340170 | -171973 |
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{ "first_band": { "type": "tema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 2 } } }
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# | 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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