Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395952.1258 | 381534.2163 | 14417.9095 | -68113.189 | -1505578.9524 | 1437465.7634 |
Total P&L (%) | 395.9521 | 381.5342 | 14.4179 | -68.1132 | -1505.579 | 1437.4658 |
Avg Daily Profit (%) | 0.2003 | 0.193 | 0.0073 | -0.0578 | 0 | 0.1383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292184 | -170300 | -167947 | -5279923 | -4043914 | -2189355 |
Profit Factor | 1.685 | 2.1948 | 1.0557 | 0.9913 | 0.6997 | 1.5179 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.7595 | 61.5385 | 60 | 60.7595 | 61.5385 | 60 |
Ratio Avg Win / Avg Loss | 1.0882 | 1.3718 | 0.7038 | 0.6402 | 0.4373 | 1.012 |
Largest Winning Trade | 147186 | 147186 | 70061 | 1457211 | 1098815 | 1457211 |
Largest Losing Trade | -94360 | -43029 | -94360 | -1561562 | -1561562 | -1527714 |
Avg Bars in Trades | 70 | 109 | 31 | 70 | 109 | 31 |
Avg Bars in Winners | 75 | 117 | 33 | 75 | 117 | 33 |
Avg Bars in Losers | 62 | 97 | 29 | 62 | 97 | 29 |
Bars Traded | 5537 | 4263 | 1274 | 5537 | 4263 | 1274 |
Profit Streak | 590.8639 | 768.1972 | 590.8639 | 590.8639 | 768.1972 | 590.8639 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18941 | 471557 | -370392 | -609424 | -578305 | -4638 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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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