Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30388.867 | 2857.884 | 27530.983 | 33289.2975 | 1544.2794 | 31745.0181 |
Total P&L (%) | 30.3889 | 2.8579 | 27.531 | 33.2893 | 1.5443 | 31.745 |
Avg Daily Profit (%) | 0.5835 | 0.0549 | 0.5286 | 0.5533 | 0.0294 | 0.5308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22041 | -15522 | -9268 | -30914 | -20682 | -13701 |
Profit Factor | 1.7471 | 1.1206 | 2.622 | 1.5956 | 1.0481 | 2.3332 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 61.4286 | 57.1429 | 65.7143 | 61.4286 | 57.1429 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.097 | 0.8404 | 1.368 | 1.0019 | 0.7861 | 1.2173 |
Largest Winning Trade | 4336 | 4336 | 4081 | 5626 | 5354 | 5626 |
Largest Losing Trade | -8194 | -8194 | -5160 | -10823 | -10823 | -7509 |
Avg Bars in Trades | 334 | 202 | 466 | 334 | 202 | 466 |
Avg Bars in Winners | 245 | 120 | 354 | 245 | 120 | 354 |
Avg Bars in Losers | 475 | 310 | 681 | 475 | 310 | 681 |
Bars Traded | 23392 | 7070 | 16322 | 23392 | 7070 | 16322 |
Profit Streak | 16.164 | 16.1682 | 16.164 | 16.164 | 16.1682 | 16.164 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87098 | -374309 | 459887 | -87687 | -488192 | 443972 |
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "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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