Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772331.4269 | 542572.8531 | 229758.5738 | 4329059.2176 | 1655605.6127 | 2673453.6049 |
Total P&L (%) | 772.3314 | 542.5729 | 229.7586 | 4329.0592 | 1655.6056 | 2673.4536 |
Avg Daily Profit (%) | 0.4062 | 0.2854 | 0.1208 | 0.1996 | 0.1508 | 0.1749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83246 | -96208 | -74514 | -4332051 | -3080891 | -3245160 |
Profit Factor | 2.6995 | 2.9568 | 2.2969 | 1.3118 | 1.2014 | 1.4723 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 41.5385 | 33.3333 | 50 | 41.5385 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.7993 | 5.9136 | 2.2969 | 1.8463 | 2.4027 | 1.4723 |
Largest Winning Trade | 208277 | 208277 | 58574 | 2524303 | 2524303 | 1957206 |
Largest Losing Trade | -49894 | -33351 | -49894 | -3245160 | -1754795 | -3245160 |
Avg Bars in Trades | 170 | 146 | 195 | 170 | 146 | 195 |
Avg Bars in Winners | 309 | 302 | 313 | 309 | 302 | 313 |
Avg Bars in Losers | 71 | 68 | 76 | 71 | 68 | 76 |
Bars Traded | 11076 | 4830 | 6246 | 11076 | 4830 | 6246 |
Profit Streak | 0 | 0 | 552.303 | 0 | 0 | 552.303 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124617 | 284678 | -26760 | -130266 | 61316 | 342402 |
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 71, "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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