Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2207909.942 | -109705.1074 | -2098204.8346 | 1170743.9203 | -9822583.4123 | 10993327.3326 |
Total P&L (%) | -2207.9099 | -109.7051 | -2098.2048 | 1170.7439 | -9822.5834 | 10993.3273 |
Avg Daily Profit (%) | -1.1753 | -0.0584 | -1.1169 | 0.1354 | 0 | 0.251 |
Buy And Hold Return (%) | 616.2134 | 616.2134 | 616.2134 | 616.2134 | 616.2134 | 616.2134 |
Max Trade Drawdown | -2306562 | -175474 | -2160896 | -10954942 | -11443135 | -3700945 |
Profit Factor | 0.1448 | 0.5692 | 0.0984 | 1.0531 | 0.2977 | 2.3603 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 72.4638 | 62.8571 | 82.3529 | 72.4638 | 62.8571 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.055 | 0.3363 | 0.0211 | 0.4002 | 0.1759 | 0.5058 |
Largest Winning Trade | 23451 | 15365 | 23451 | 11319304 | 527518 | 11319304 |
Largest Losing Trade | -1168271 | -58396 | -1168271 | -5973779 | -5973779 | -3577975 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 32 | 21 | 40 | 46 | 28 | 60 |
Avg Bars in Losers | 199 | 150 | 306 | 163 | 139 | 214 |
Bars Traded | 5421 | 2439 | 2982 | 5421 | 2439 | 2982 |
Profit Streak | 166.331 | 166.331 | 245.6643 | 166.331 | 166.331 | 245.6643 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682311 | -577709 | -575277 | -284767 | -577709 | 564886 |
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{ "first_band": { "type": "tema", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 202, "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) |
---|