Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1596509.4402 | 1431362.2389 | 165147.2012 | 21998522.3057 | 15329140.8704 | 6669381.4353 |
Total P&L (%) | 1596.5094 | 1431.3622 | 165.1472 | 21998.5223 | 15329.1409 | 6669.3814 |
Avg Daily Profit (%) | 0.6375 | 0.5716 | 0.0659 | 0.2158 | 0.2014 | 0.1685 |
Buy And Hold Return (%) | 593.7685 | 593.7685 | 593.7685 | 593.7685 | 593.7685 | 593.7685 |
Max Trade Drawdown | -107647 | -51870 | -73475 | -25014436 | -16428211 | -16588418 |
Profit Factor | 4.5952 | 7.4989 | 1.7378 | 1.2868 | 1.3791 | 1.1838 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 41.791 | 38.2353 | 45.4545 | 41.791 | 38.2353 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.4004 | 12.1137 | 2.0854 | 1.7923 | 2.2278 | 1.4206 |
Largest Winning Trade | 936279 | 936279 | 57165 | 16362971 | 16362971 | 12080532 |
Largest Losing Trade | -27707 | -21612 | -27707 | -7039923 | -4476776 | -7039923 |
Avg Bars in Trades | 110 | 98 | 122 | 110 | 98 | 122 |
Avg Bars in Winners | 199 | 183 | 213 | 199 | 183 | 213 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 7394 | 3339 | 4055 | 7394 | 3339 | 4055 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108582 | 395929 | -269155 | -115183 | 184888 | -12338 |
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{ "first_band": { "type": "kcb", "factors": { "length": 62, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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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