Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70878.6019 | 1511.8666 | 69366.7352 | 82800.0244 | -1808.2362 | 84608.2605 |
Total P&L (%) | 70.8786 | 1.5119 | 69.3667 | 82.8 | -1.8082 | 84.6083 |
Avg Daily Profit (%) | 0.2722 | 0.0058 | 0.2664 | 0.2319 | -0.007 | 0.2357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26901 | -18647 | -22135 | -42069 | -24087 | -32455 |
Profit Factor | 1.6259 | 1.0341 | 2.0062 | 1.5389 | 0.9692 | 1.8908 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 55.6962 | 52.5 | 58.9744 | 55.6962 | 52.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2934 | 0.9356 | 1.3956 | 1.2242 | 0.8769 | 1.3153 |
Largest Winning Trade | 13058 | 7820 | 13058 | 17398 | 8641 | 17398 |
Largest Losing Trade | -15684 | -8387 | -15684 | -21393 | -9721 | -21393 |
Avg Bars in Trades | 299 | 76 | 528 | 299 | 76 | 528 |
Avg Bars in Winners | 258 | 56 | 442 | 258 | 56 | 442 |
Avg Bars in Losers | 351 | 98 | 651 | 351 | 98 | 651 |
Bars Traded | 23673 | 3063 | 20611 | 23673 | 3063 | 20611 |
Profit Streak | 0 | 0 | 51.8336 | 0 | 0 | 51.8336 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21729 | -536537 | 439593 | -22496 | -581821 | 423654 |
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 3 } } }
# | 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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