Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1921348.5563 | 71512.2608 | -1992860.8171 | -1197220.165 | -26756052.3084 | 25558832.1435 |
Total P&L (%) | -1921.3486 | 71.5123 | -1992.8608 | -1197.2202 | -26756.0523 | 25558.8321 |
Avg Daily Profit (%) | -1.032 | 0.0384 | -1.0704 | 0 | 0 | 0.2984 |
Buy And Hold Return (%) | 7137.2308 | 7137.2308 | 7137.2308 | 7137.2308 | 7137.2308 | 7137.2308 |
Max Trade Drawdown | -2078640 | -131770 | -2087290 | -44987905 | -27354946 | -22353608 |
Profit Factor | 0.2558 | 1.3187 | 0.1546 | 0.9868 | 0.3057 | 1.4903 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 26 | 27 | 40 | 18 | 22 |
Losing Trades | 30 | 16 | 14 | 43 | 24 | 19 |
Profitability (%) | 63.8554 | 61.9048 | 65.8537 | 48.1928 | 42.8571 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.1448 | 0.8115 | 0.0802 | 1.0608 | 0.4075 | 1.2871 |
Largest Winning Trade | 70815 | 70815 | 48425 | 43913808 | 2529484 | 43913808 |
Largest Losing Trade | -1301683 | -66094 | -1301683 | -16072790 | -16072790 | -14020020 |
Avg Bars in Trades | 259 | 162 | 359 | 259 | 162 | 359 |
Avg Bars in Winners | 123 | 88 | 156 | 227 | 126 | 309 |
Avg Bars in Losers | 500 | 283 | 749 | 289 | 189 | 416 |
Bars Traded | 21546 | 6826 | 14720 | 21546 | 6826 | 14720 |
Profit Streak | 44.5884 | 80.255 | 0 | 0 | 0 | 90.255 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579426 | -306693 | -578687 | -581091 | -583512 | 309584 |
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{ "first_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } } }
# | 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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