Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6577242.716 | 6687628.9536 | -110386.2375 | 216043.0296 | 470012.821 | -253969.7914 |
Total P&L (%) | 6577.2427 | 6687.629 | -110.3862 | 216.043 | 470.0128 | -253.9698 |
Avg Daily Profit (%) | 3.3498 | 3.406 | -0.0562 | 0.0586 | 0.0887 | 0 |
Buy And Hold Return (%) | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 | 1499.4941 |
Max Trade Drawdown | -213209 | -55189 | -216527 | -424075 | -106335 | -405010 |
Profit Factor | 11.6357 | 24.2361 | 0.6661 | 1.172 | 1.836 | 0.6341 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 33.7838 | 35.1351 | 32.4324 | 33.7838 | 35.1351 | 32.4324 |
Ratio Avg Win / Avg Loss | 22.8061 | 44.7435 | 1.3877 | 2.2971 | 3.3896 | 1.321 |
Largest Winning Trade | 6760781 | 6760781 | 61598 | 580790 | 580790 | 118643 |
Largest Losing Trade | -44539 | -44539 | -27744 | -158034 | -80398 | -158034 |
Avg Bars in Trades | 101 | 97 | 106 | 101 | 97 | 106 |
Avg Bars in Winners | 215 | 197 | 234 | 215 | 197 | 234 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 7530 | 3602 | 3927 | 7530 | 3602 | 3927 |
Profit Streak | 0 | 0 | 635.057 | 0 | 0 | 635.057 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53055 | 589236 | -584979 | -385747 | -242634 | -584979 |
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{ "first_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 35, "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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