Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93629.8736 | 17868.0184 | 75761.8553 | 103934.1881 | 26379.9873 | 77554.2008 |
Total P&L (%) | 93.6299 | 17.868 | 75.7619 | 103.9342 | 26.38 | 77.5542 |
Avg Daily Profit (%) | 0.3595 | 0.0686 | 0.2909 | 0.274 | 0.0899 | 0.2207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44494 | -31567 | -21979 | -65707 | -34761 | -50636 |
Profit Factor | 1.425 | 1.1723 | 1.6495 | 1.2997 | 1.1667 | 1.4112 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7416 | 1.5331 | 1.8852 | 1.5885 | 1.5257 | 1.6128 |
Largest Winning Trade | 36546 | 14359 | 36546 | 32007 | 22440 | 32007 |
Largest Losing Trade | -11338 | -11338 | -9505 | -23536 | -17998 | -23536 |
Avg Bars in Trades | 200 | 219 | 181 | 200 | 219 | 181 |
Avg Bars in Winners | 280 | 335 | 228 | 280 | 335 | 228 |
Avg Bars in Losers | 135 | 130 | 140 | 135 | 130 | 140 |
Bars Traded | 24077 | 13164 | 10913 | 24077 | 13164 | 10913 |
Profit Streak | 7.0811 | 0 | 12.9665 | 7.0811 | 0 | 12.9665 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309780 | -312648 | -159269 | 255901 | -285483 | -161119 |
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 84, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 84, "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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