Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321771.048 | 208579.2693 | 113191.7787 | 1003957.0455 | 839556.6495 | 164400.396 |
Total P&L (%) | 321.771 | 208.5793 | 113.1918 | 1003.957 | 839.5567 | 164.4004 |
Avg Daily Profit (%) | 0.6178 | 0.4005 | 0.2173 | 0.4622 | 0.4311 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36357 | -15161 | -36110 | -477622 | -161747 | -482146 |
Profit Factor | 2.3154 | 2.8339 | 1.8648 | 1.5659 | 2.1077 | 1.1618 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 37.7193 | 40.3509 | 35.0877 | 37.7193 | 40.3509 | 35.0877 |
Ratio Avg Win / Avg Loss | 3.8231 | 4.1892 | 3.4499 | 2.5855 | 3.1158 | 2.1493 |
Largest Winning Trade | 98110 | 98110 | 35751 | 378773 | 378773 | 291210 |
Largest Losing Trade | -7978 | -7443 | -7978 | -93317 | -93317 | -89046 |
Avg Bars in Trades | 214 | 198 | 229 | 214 | 198 | 229 |
Avg Bars in Winners | 417 | 366 | 476 | 417 | 366 | 476 |
Avg Bars in Losers | 90 | 85 | 95 | 90 | 85 | 95 |
Bars Traded | 24402 | 11332 | 13070 | 24402 | 11332 | 13070 |
Profit Streak | 0 | 33.9494 | 0 | 0 | 33.9494 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380128 | -168638 | -175392 | 290031 | -169362 | -220649 |
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{ "first_band": { "type": "kcb", "factors": { "length": 242, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 69, "offset": 0 } } }
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# | 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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