Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145334.6589 | -51557.8781 | 196892.537 | 144601.6402 | -40807.9014 | 185409.5416 |
Total P&L (%) | 145.3347 | -51.5579 | 196.8925 | 144.6016 | -40.8079 | 185.4095 |
Avg Daily Profit (%) | 0.1389 | -0.0493 | 0.1882 | 0.0855 | -0.0501 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50369 | -64049 | -26971 | -51510 | -57837 | -18282 |
Profit Factor | 1.6778 | 0.5682 | 3.0724 | 1.8316 | 0.5732 | 3.369 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 76.5625 | 62.5 | 90.625 | 76.5625 | 62.5 | 90.625 |
Ratio Avg Win / Avg Loss | 0.5136 | 0.3409 | 0.3178 | 0.5607 | 0.3439 | 0.3485 |
Largest Winning Trade | 35694 | 9478 | 35694 | 64343 | 7014 | 64343 |
Largest Losing Trade | -50369 | -22781 | -50369 | -49429 | -24293 | -49429 |
Avg Bars in Trades | 95 | 21 | 169 | 95 | 21 | 169 |
Avg Bars in Winners | 72 | 9 | 116 | 72 | 9 | 116 |
Avg Bars in Losers | 169 | 41 | 682 | 169 | 41 | 682 |
Bars Traded | 6107 | 686 | 5421 | 6107 | 686 | 5421 |
Profit Streak | 187.0585 | 187.0585 | 296.5585 | 187.0585 | 187.0585 | 296.5585 |
Trades During Streak | 13 | 6 | 16 | 13 | 6 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145595 | -577473 | 615370 | -216490 | -577473 | -48908 |
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{ "first_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 5 } } }
# | 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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