Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95451.3795 | 199982.4505 | -104531.071 | 2487961.0735 | 1049533.3627 | 1438427.7108 |
Total P&L (%) | 95.4514 | 199.9825 | -104.5311 | 2487.9611 | 1049.5334 | 1438.4277 |
Avg Daily Profit (%) | 0.0769 | 0.1611 | -0.0842 | 0.2624 | 0.1969 | 0.2204 |
Buy And Hold Return (%) | 16.9261 | 16.9261 | 16.9261 | 16.9261 | 16.9261 | 16.9261 |
Max Trade Drawdown | -147966 | -32249 | -147966 | -675124 | -828203 | -767232 |
Profit Factor | 1.1586 | 2.8512 | 0.7883 | 1.7106 | 1.7497 | 1.6846 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 59 | 28 | 31 | 47 | 22 | 25 |
Losing Trades | 18 | 10 | 8 | 30 | 16 | 14 |
Profitability (%) | 76.6234 | 73.6842 | 79.4872 | 61.039 | 57.8947 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.3535 | 1.0183 | 0.2034 | 1.0919 | 1.2725 | 0.9434 |
Largest Winning Trade | 27286 | 21366 | 27286 | 603898 | 508147 | 603898 |
Largest Losing Trade | -219499 | -21741 | -219499 | -675124 | -577118 | -675124 |
Avg Bars in Trades | 183 | 135 | 229 | 183 | 135 | 229 |
Avg Bars in Winners | 120 | 82 | 155 | 146 | 85 | 200 |
Avg Bars in Losers | 387 | 284 | 515 | 240 | 205 | 279 |
Bars Traded | 14100 | 5162 | 8938 | 14100 | 5162 | 8938 |
Profit Streak | 21.6715 | 0 | 31.3381 | 21.6715 | 0 | 31.3381 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180898 | 529323 | -576394 | -33316 | 405131 | 396543 |
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{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 235, "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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