Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572778.7915 | 448101.16 | 124677.6314 | 345741.7975 | -109790.1838 | 455531.9813 |
Total P&L (%) | 572.7788 | 448.1012 | 124.6776 | 345.7418 | -109.7902 | 455.532 |
Avg Daily Profit (%) | 0.3207 | 0.2509 | 0.0698 | 0.0837 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107382 | -110249 | -42791 | -1332352 | -1411585 | -310075 |
Profit Factor | 1.7728 | 1.9091 | 1.5021 | 1.0564 | 0.976 | 1.2928 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 63.8554 | 64.5161 | 63.2 | 63.8554 | 64.5161 | 63.2 |
Ratio Avg Win / Avg Loss | 1.0034 | 1.05 | 0.8747 | 0.5979 | 0.5368 | 0.7528 |
Largest Winning Trade | 322491 | 322491 | 27635 | 532311 | 532311 | 107493 |
Largest Losing Trade | -76133 | -76133 | -23886 | -793333 | -793333 | -212570 |
Avg Bars in Trades | 37 | 63 | 12 | 37 | 63 | 12 |
Avg Bars in Winners | 30 | 48 | 12 | 30 | 48 | 12 |
Avg Bars in Losers | 50 | 89 | 13 | 50 | 89 | 13 |
Bars Traded | 9403 | 7812 | 1591 | 9403 | 7812 | 1591 |
Profit Streak | 27.4734 | 28.9734 | 27.4734 | 27.4734 | 28.9734 | 27.4734 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555533 | 476394 | -97759 | -237267 | -578114 | -64037 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 223, "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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