Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362002.6834 | 274936.3447 | 87066.3388 | -17048.8365 | -336553.0349 | 319504.1983 |
Total P&L (%) | 362.0027 | 274.9363 | 87.0663 | -17.0488 | -336.553 | 319.5042 |
Avg Daily Profit (%) | 0.1899 | 0.1442 | 0.0457 | -0.0098 | 0 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220751 | -122455 | -127860 | -1742796 | -1173858 | -990943 |
Profit Factor | 1.4244 | 1.603 | 1.2192 | 0.9955 | 0.8543 | 1.2145 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 56.9106 | 56.4516 | 57.377 | 56.9106 | 56.4516 | 57.377 |
Ratio Avg Win / Avg Loss | 1.0785 | 1.2366 | 0.9057 | 0.7537 | 0.659 | 0.9022 |
Largest Winning Trade | 186302 | 186302 | 63459 | 413760 | 413760 | 376432 |
Largest Losing Trade | -71782 | -36760 | -71782 | -613259 | -389176 | -613259 |
Avg Bars in Trades | 45 | 42 | 49 | 45 | 42 | 49 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 5624 | 2633 | 2991 | 5624 | 2633 | 2991 |
Profit Streak | 40.3303 | 52.6637 | 40.3303 | 40.3303 | 52.6637 | 40.3303 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401019 | -150487 | -293712 | -578017 | -732712 | -254302 |
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{ "first_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "tema", "factors": { "length": 64, "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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