Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5692886.5335 | 5813263.3688 | -120376.8353 | 143435.0024 | 188741.2345 | -45306.2321 |
Total P&L (%) | 5692.8865 | 5813.2634 | -120.3768 | 143.435 | 188.7412 | -45.3062 |
Avg Daily Profit (%) | 2.8994 | 2.9607 | -0.0613 | 0.0453 | 0.054 | -0.0307 |
Buy And Hold Return (%) | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 |
Max Trade Drawdown | -255305 | -90944 | -194513 | -242360 | -117901 | -183502 |
Profit Factor | 11.1485 | 22.7853 | 0.5907 | 1.1876 | 1.4832 | 0.8788 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 31.0345 | 31.0345 | 31.0345 | 31.0345 | 31.0345 | 31.0345 |
Ratio Avg Win / Avg Loss | 24.7745 | 50.634 | 1.3127 | 2.6392 | 3.2961 | 1.953 |
Largest Winning Trade | 5888011 | 5888011 | 57916 | 254278 | 254278 | 110003 |
Largest Losing Trade | -50776 | -50776 | -45569 | -63532 | -63532 | -51998 |
Avg Bars in Trades | 129 | 149 | 109 | 129 | 149 | 109 |
Avg Bars in Winners | 264 | 291 | 238 | 264 | 291 | 238 |
Avg Bars in Losers | 68 | 85 | 51 | 68 | 85 | 51 |
Bars Traded | 7521 | 4337 | 3184 | 7521 | 4337 | 3184 |
Profit Streak | 0 | 0 | 484.412 | 0 | 0 | 484.412 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166193 | 491397 | -585957 | -498341 | -291675 | -584846 |
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{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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