Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5464331.9848 | 5567916.5715 | -103584.5866 | 269625.8683 | 469889.264 | -200263.3957 |
Total P&L (%) | 5464.332 | 5567.9166 | -103.5846 | 269.6259 | 469.8893 | -200.2634 |
Avg Daily Profit (%) | 2.783 | 2.8357 | -0.0528 | 0.0666 | 0.0887 | 0 |
Buy And Hold Return (%) | 1706.6667 | 1706.6667 | 1706.6667 | 1706.6667 | 1706.6667 | 1706.6667 |
Max Trade Drawdown | -187678 | -44328 | -178581 | -376645 | -155856 | -348100 |
Profit Factor | 10.8671 | 21.423 | 0.6316 | 1.211 | 1.7237 | 0.6816 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 26.25 | 30 | 22.5 | 26.25 | 30 | 22.5 |
Ratio Avg Win / Avg Loss | 30.5313 | 49.9871 | 2.1755 | 3.4022 | 4.022 | 2.3476 |
Largest Winning Trade | 5649350 | 5649350 | 52387 | 593113 | 593113 | 141965 |
Largest Losing Trade | -34792 | -34792 | -25162 | -107335 | -81479 | -107335 |
Avg Bars in Trades | 93 | 90 | 97 | 93 | 90 | 97 |
Avg Bars in Winners | 242 | 220 | 272 | 242 | 220 | 272 |
Avg Bars in Losers | 41 | 34 | 46 | 41 | 34 | 46 |
Bars Traded | 7519 | 3614 | 3905 | 7519 | 3614 | 3905 |
Profit Streak | 0 | 0 | 557.1936 | 0 | 0 | 557.1936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27599 | 462020 | -618221 | -317212 | -244839 | -618221 |
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{ "first_band": { "type": "kcb", "factors": { "length": 225, "offset": 231, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 225, "offset": 231, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 27, "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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