Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838362.2441 | 744972.2242 | 93390.02 | -7165889.5785 | 21143743.6402 | -28309633.2187 |
Total P&L (%) | 838.3622 | 744.9722 | 93.39 | -7165.8896 | 21143.7436 | -28309.6332 |
Avg Daily Profit (%) | 0.3353 | 0.298 | 0.0374 | 0 | 0.2146 | 0 |
Buy And Hold Return (%) | 827.2006 | 827.2006 | 827.2006 | 827.2006 | 827.2006 | 827.2006 |
Max Trade Drawdown | -147495 | -102769 | -120214 | -32186085 | -5131961 | -31540245 |
Profit Factor | 2.8658 | 5.1764 | 1.3447 | 0.8443 | 3.5369 | 0.2489 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 56 | 26 | 30 | 52 | 25 | 27 |
Losing Trades | 31 | 17 | 14 | 35 | 18 | 17 |
Profitability (%) | 64.3678 | 60.4651 | 68.1818 | 59.7701 | 58.1395 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.5864 | 3.3846 | 0.6275 | 0.5683 | 2.5466 | 0.1567 |
Largest Winning Trade | 190751 | 190751 | 64937 | 15403547 | 15403547 | 1173631 |
Largest Losing Trade | -120214 | -45395 | -120214 | -30198079 | -2244495 | -30198079 |
Avg Bars in Trades | 108 | 159 | 58 | 108 | 159 | 58 |
Avg Bars in Winners | 114 | 170 | 65 | 110 | 159 | 65 |
Avg Bars in Losers | 96 | 142 | 41 | 104 | 158 | 46 |
Bars Traded | 9418 | 6857 | 2561 | 9418 | 6857 | 2561 |
Profit Streak | 204.9118 | 204.9118 | 233.4118 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143130 | -146594 | -306315 | -579279 | 575653 | -579246 |
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{ "first_band": { "type": "kcl", "factors": { "length": 112, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 232 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 112, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 232 } } }
# | 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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