Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384813.8843 | 559796.4581 | -174982.5737 | -106989.7399 | -47327.2215 | -59662.5183 |
Total P&L (%) | 384.8139 | 559.7965 | -174.9826 | -106.9897 | -47.3272 | -59.6625 |
Avg Daily Profit (%) | 0.2085 | 0.3033 | -0.0948 | 0 | -0.0347 | -0.0492 |
Buy And Hold Return (%) | 135.1903 | 135.1903 | 135.1903 | 135.1903 | 135.1903 | 135.1903 |
Max Trade Drawdown | -219839 | -78280 | -204447 | -215816 | -106587 | -113907 |
Profit Factor | 1.4138 | 2.9491 | 0.7278 | 0.745 | 0.7115 | 0.7666 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 27 | 26 | 41 | 20 | 21 |
Losing Trades | 44 | 21 | 23 | 56 | 28 | 28 |
Profitability (%) | 54.6392 | 56.25 | 53.0612 | 42.268 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.1737 | 2.2938 | 0.6438 | 1.0176 | 0.996 | 1.0221 |
Largest Winning Trade | 338328 | 338328 | 78567 | 38629 | 35922 | 38629 |
Largest Losing Trade | -112369 | -31244 | -112369 | -59781 | -30261 | -59781 |
Avg Bars in Trades | 225 | 202 | 247 | 225 | 202 | 247 |
Avg Bars in Winners | 263 | 200 | 328 | 176 | 206 | 147 |
Avg Bars in Losers | 179 | 204 | 155 | 261 | 199 | 322 |
Bars Traded | 21851 | 9723 | 12128 | 21851 | 9723 | 12128 |
Profit Streak | 36.3762 | 0 | 38.2929 | 0 | 139.2929 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238621 | 480746 | -579739 | -581859 | -582578 | -581792 |
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{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 163, "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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