Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073867.0089 | 1017149.1919 | 56717.8171 | 1594230.4935 | 1834784.173 | -240553.6795 |
Total P&L (%) | 1073.867 | 1017.1492 | 56.7178 | 1594.2305 | 1834.7842 | -240.5537 |
Avg Daily Profit (%) | 0.4297 | 0.407 | 0.0227 | 0.1133 | 0.1186 | 0 |
Buy And Hold Return (%) | 194.0042 | 194.0042 | 194.0042 | 194.0042 | 194.0042 | 194.0042 |
Max Trade Drawdown | -109586 | -60522 | -77807 | -2533889 | -1346407 | -2123361 |
Profit Factor | 3.59 | 6.6696 | 1.2411 | 1.201 | 1.5167 | 0.9451 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.0388 | 7.5033 | 1.3963 | 1.3511 | 1.7063 | 1.0632 |
Largest Winning Trade | 875826 | 875826 | 41563 | 2199796 | 2199796 | 784320 |
Largest Losing Trade | -40239 | -24132 | -40239 | -1190196 | -690670 | -1190196 |
Avg Bars in Trades | 213 | 197 | 229 | 213 | 197 | 229 |
Avg Bars in Winners | 363 | 335 | 392 | 363 | 335 | 392 |
Avg Bars in Losers | 79 | 74 | 85 | 79 | 74 | 85 |
Bars Traded | 14506 | 6702 | 7804 | 14506 | 6702 | 7804 |
Profit Streak | 92.6804 | 344.6804 | 0 | 92.6804 | 344.6804 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98577 | 624463 | -329763 | -156224 | -31547 | -580272 |
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{ "first_band": { "type": "kcb", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 108, "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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