Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -578452.7127 | 69680.1838 | -648132.8965 | 46607490.3952 | 1261141.4963 | 45346348.8989 |
Total P&L (%) | -578.4527 | 69.6802 | -648.1329 | 46607.4904 | 1261.1415 | 45346.3489 |
Avg Daily Profit (%) | -0.3607 | 0.0435 | -0.4042 | 0.3841 | 0.163 | 0.3823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -835418 | -38667 | -827049 | -7340501 | -6764868 | -7340501 |
Profit Factor | 0.5428 | 1.5279 | 0.4281 | 2.4053 | 1.0905 | 3.3584 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 58 | 25 | 33 | 40 | 21 | 19 |
Losing Trades | 31 | 20 | 11 | 49 | 24 | 25 |
Profitability (%) | 65.1685 | 55.5556 | 75 | 44.9438 | 46.6667 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.2901 | 1.2223 | 0.1427 | 2.9465 | 1.2463 | 4.4189 |
Largest Winning Trade | 38238 | 25131 | 38238 | 15495904 | 3913354 | 15495904 |
Largest Losing Trade | -643720 | -24060 | -643720 | -7340501 | -3039429 | -7340501 |
Avg Bars in Trades | 210 | 72 | 351 | 210 | 72 | 351 |
Avg Bars in Winners | 130 | 50 | 190 | 217 | 73 | 376 |
Avg Bars in Losers | 359 | 99 | 832 | 204 | 71 | 331 |
Bars Traded | 18708 | 3260 | 15447 | 18708 | 3260 | 15447 |
Profit Streak | 9.4996 | 174.1663 | 0 | 9.4996 | 174.1663 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577630 | -131269 | -577478 | 472689 | -113139 | 483289 |
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 2 } } }
# | 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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