Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152758.3246 | 98441.3996 | 54316.9251 | 265081.1662 | 199094.8548 | 65986.3115 |
Total P&L (%) | 152.7583 | 98.4414 | 54.3169 | 265.0812 | 199.0949 | 65.9863 |
Avg Daily Profit (%) | 0.5866 | 0.378 | 0.2086 | 0.4985 | 0.4216 | 0.1948 |
Buy And Hold Return (%) | 16.0859 | 16.0859 | 16.0859 | 16.0859 | 16.0859 | 16.0859 |
Max Trade Drawdown | -33006 | -36826 | -29036 | -152260 | -75330 | -126203 |
Profit Factor | 1.9821 | 2.0737 | 1.8507 | 1.5908 | 1.834 | 1.3143 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 73.6842 | 72.3404 | 75 | 73.6842 | 72.3404 | 75 |
Ratio Avg Win / Avg Loss | 0.7079 | 0.7929 | 0.6169 | 0.5682 | 0.7012 | 0.4381 |
Largest Winning Trade | 12236 | 12236 | 12105 | 30492 | 30492 | 27686 |
Largest Losing Trade | -29036 | -25062 | -29036 | -126203 | -75330 | -126203 |
Avg Bars in Trades | 258 | 396 | 123 | 258 | 396 | 123 |
Avg Bars in Winners | 170 | 260 | 85 | 170 | 260 | 85 |
Avg Bars in Losers | 505 | 752 | 238 | 505 | 752 | 238 |
Bars Traded | 24583 | 18640 | 5943 | 24583 | 18640 | 5943 |
Profit Streak | 7.5371 | 7.5371 | 25.8079 | 7.5371 | 7.5371 | 25.8079 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564542 | 431303 | 325824 | 508873 | 449182 | 264532 |
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{ "first_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 229, "offset": 175, "scalar": 3 } } }
# | 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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