Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755144.1848 | 668438.9887 | 86705.1961 | 1190341.6492 | 1742354.0745 | -552012.4253 |
Total P&L (%) | 755.1442 | 668.439 | 86.7052 | 1190.3416 | 1742.3541 | -552.0124 |
Avg Daily Profit (%) | 0.4667 | 0.4131 | 0.0536 | 0.1582 | 0.1802 | 0 |
Buy And Hold Return (%) | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 |
Max Trade Drawdown | -128374 | -124986 | -96594 | -1891454 | -1653348 | -1953243 |
Profit Factor | 2.27 | 3.147 | 1.3061 | 1.1783 | 1.5604 | 0.8453 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 43.9024 | 39.0244 | 48.7805 | 43.9024 | 39.0244 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.9006 | 4.9171 | 1.3714 | 1.5056 | 2.4381 | 0.8875 |
Largest Winning Trade | 216621 | 216621 | 67776 | 959502 | 915395 | 959502 |
Largest Losing Trade | -79426 | -37067 | -79426 | -1655318 | -880436 | -1655318 |
Avg Bars in Trades | 232 | 230 | 233 | 232 | 230 | 233 |
Avg Bars in Winners | 398 | 430 | 372 | 398 | 430 | 372 |
Avg Bars in Losers | 102 | 102 | 100 | 102 | 102 | 100 |
Bars Traded | 19042 | 9467 | 9575 | 19042 | 9467 | 9575 |
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 | 125635 | 419055 | -124118 | -26779 | 231211 | -581216 |
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 1 } }, "second_band": { "type": "tema", "factors": { "length": 162, "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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