Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2449223.2386 | 2395525.6087 | 53697.6299 | 2593102.211 | 6591487.5663 | -3998385.3553 |
Total P&L (%) | 2449.2232 | 2395.5256 | 53.6976 | 2593.1022 | 6591.4876 | -3998.3854 |
Avg Daily Profit (%) | 1.1072 | 1.083 | 0.0243 | 0.149 | 0.1902 | 0 |
Buy And Hold Return (%) | 856.9892 | 856.9892 | 856.9892 | 856.9892 | 856.9892 | 856.9892 |
Max Trade Drawdown | -134416 | -85109 | -97601 | -8609733 | -4131447 | -5655635 |
Profit Factor | 4.2181 | 7.5187 | 1.1364 | 1.1014 | 1.56 | 0.7101 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 33.3333 | 33.9286 | 32.7273 | 33.3333 | 33.9286 | 32.7273 |
Ratio Avg Win / Avg Loss | 8.4362 | 14.6416 | 2.336 | 2.2029 | 3.0379 | 1.4596 |
Largest Winning Trade | 2192069 | 2192069 | 47275 | 9757742 | 9757742 | 1497925 |
Largest Losing Trade | -43326 | -29245 | -43326 | -2517384 | -2247673 | -2517384 |
Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Winners | 127 | 115 | 141 | 127 | 115 | 141 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 6508 | 2942 | 3566 | 6508 | 2942 | 3566 |
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 | 404292 | -167936 | -582608 | -110836 | -175845 | -766161 |
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{ "first_band": { "type": "kcb", "factors": { "length": 65, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 29, "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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