Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697478.0818 | 734107.7348 | -36629.653 | -21909.4055 | 263282.8975 | -285192.303 |
Total P&L (%) | 697.4781 | 734.1077 | -36.6297 | -21.9094 | 263.2829 | -285.1923 |
Avg Daily Profit (%) | 0.3348 | 0.3524 | -0.0176 | -0.0119 | 0.0619 | 0 |
Buy And Hold Return (%) | 73.6597 | 73.6597 | 73.6597 | 73.6597 | 73.6597 | 73.6597 |
Max Trade Drawdown | -226576 | -165108 | -80276 | -2784573 | -2524860 | -451691 |
Profit Factor | 1.9565 | 2.4362 | 0.832 | 0.9954 | 1.0737 | 0.7531 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 56.3218 | 56.3218 | 56.3218 | 56.3218 | 56.3218 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.5173 | 1.8893 | 0.6452 | 0.7719 | 0.8326 | 0.584 |
Largest Winning Trade | 552042 | 552042 | 11248 | 1582778 | 1582778 | 204216 |
Largest Losing Trade | -69361 | -69361 | -27664 | -1237965 | -1237965 | -382077 |
Avg Bars in Trades | 141 | 260 | 23 | 141 | 260 | 23 |
Avg Bars in Winners | 150 | 285 | 15 | 150 | 285 | 15 |
Avg Bars in Losers | 130 | 227 | 33 | 130 | 227 | 33 |
Bars Traded | 24705 | 22643 | 2062 | 24705 | 22643 | 2062 |
Profit Streak | 4.4694 | 5.3027 | 4.4694 | 4.4694 | 5.3027 | 4.4694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551500 | 546866 | -579783 | -578364 | -252783 | -579783 |
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{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 197, "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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