Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61909.7083 | 46502.6034 | 15407.1049 | 59508.1583 | 54460.3828 | 5047.7755 |
Total P&L (%) | 61.9097 | 46.5026 | 15.4071 | 59.5082 | 54.4604 | 5.0478 |
Avg Daily Profit (%) | 0.7132 | 0.5357 | 0.1775 | 0.5393 | 0.5021 | 0.0567 |
Buy And Hold Return (%) | 18.4522 | 18.4522 | 18.4522 | 18.4522 | 18.4522 | 18.4522 |
Max Trade Drawdown | -40241 | -11212 | -40370 | -64253 | -14749 | -64459 |
Profit Factor | 1.5597 | 2.8229 | 1.181 | 1.3757 | 2.5632 | 1.0408 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 79.5918 | 81.6327 | 77.551 | 79.5918 | 81.6327 | 77.551 |
Ratio Avg Win / Avg Loss | 0.3999 | 0.6351 | 0.3419 | 0.3527 | 0.5767 | 0.3013 |
Largest Winning Trade | 7366 | 7366 | 6335 | 8368 | 7235 | 8368 |
Largest Losing Trade | -37696 | -8077 | -37696 | -60085 | -10464 | -60085 |
Avg Bars in Trades | 249 | 173 | 325 | 249 | 173 | 325 |
Avg Bars in Winners | 154 | 134 | 176 | 154 | 134 | 176 |
Avg Bars in Losers | 618 | 349 | 837 | 618 | 349 | 837 |
Bars Traded | 24448 | 8513 | 15935 | 24448 | 8513 | 15935 |
Profit Streak | 0 | 12.1738 | 0 | 0 | 12.1738 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419182 | 481127 | -179679 | 321040 | 466550 | -458464 |
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 1 } } }
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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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