Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2616243.6064 | 2545408.9393 | 70834.6671 | 39396404.3387 | 45786904.9634 | -6390500.6247 |
Total P&L (%) | 2616.2436 | 2545.4089 | 70.8347 | 39396.4043 | 45786.905 | -6390.5006 |
Avg Daily Profit (%) | 1.4099 | 1.3717 | 0.0382 | 0.3227 | 0.3308 | 0 |
Buy And Hold Return (%) | 7145.0085 | 7145.0085 | 7145.0085 | 7145.0085 | 7145.0085 | 7145.0085 |
Max Trade Drawdown | -63826 | -99568 | -53775 | -38692907 | -29445917 | -18572463 |
Profit Factor | 6.396 | 8.567 | 1.4771 | 1.3753 | 1.6453 | 0.8121 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 66.6667 | 67.1429 | 66.1972 | 66.6667 | 67.1429 | 66.1972 |
Ratio Avg Win / Avg Loss | 3.198 | 4.1924 | 0.7543 | 0.6877 | 0.8051 | 0.4147 |
Largest Winning Trade | 1954204 | 1954204 | 25310 | 20788686 | 20788686 | 2276541 |
Largest Losing Trade | -59499 | -59499 | -18127 | -29445917 | -29445917 | -12146998 |
Avg Bars in Trades | 36 | 63 | 9 | 36 | 63 | 9 |
Avg Bars in Winners | 34 | 59 | 9 | 34 | 59 | 9 |
Avg Bars in Losers | 40 | 73 | 9 | 40 | 73 | 9 |
Bars Traded | 5152 | 4470 | 682 | 5152 | 4470 | 682 |
Profit Streak | 49.6323 | 178.6323 | 49.6323 | 49.6323 | 178.6323 | 49.6323 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140029 | -234079 | -391927 | 377913 | -81392 | -664516 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 2 } }, "second_band": { "type": "tema", "factors": { "length": 115, "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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