Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2329305.4966 | 2217992.1156 | 111313.3809 | 4047032.8092 | 3456026.9028 | 591005.9064 |
Total P&L (%) | 2329.3055 | 2217.9921 | 111.3134 | 4047.0328 | 3456.0269 | 591.0059 |
Avg Daily Profit (%) | 1.0496 | 0.9994 | 0.0502 | 0.168 | 0.161 | 0.0871 |
Buy And Hold Return (%) | 355.0619 | 355.0619 | 355.0619 | 355.0619 | 355.0619 | 355.0619 |
Max Trade Drawdown | -121829 | -81658 | -90365 | -17414633 | -8250058 | -14156165 |
Profit Factor | 4.5529 | 8.2482 | 1.3184 | 1.0785 | 1.1372 | 1.0224 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 51.1364 | 54.5455 | 47.7273 | 51.1364 | 54.5455 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.3505 | 6.8735 | 1.444 | 1.0306 | 0.9476 | 1.1198 |
Largest Winning Trade | 2032839 | 2032839 | 52215 | 5966541 | 5966541 | 4181519 |
Largest Losing Trade | -41341 | -41341 | -35855 | -4915095 | -4915095 | -4807822 |
Avg Bars in Trades | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Winners | 96 | 102 | 89 | 96 | 102 | 89 |
Avg Bars in Losers | 48 | 54 | 43 | 48 | 54 | 43 |
Bars Traded | 6418 | 3542 | 2876 | 6418 | 3542 | 2876 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 753796 | 792462 | -292338 | -125997 | -62944 | -282008 |
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{ "first_band": { "type": "tema", "factors": { "length": 88, "offset": 52 } }, "second_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 3 } } }
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# | 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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