Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1170648.7919 | 8736.7518 | -1179385.5437 | 85376.2479 | -5407985.1163 | 5493361.3642 |
Total P&L (%) | -1170.6488 | 8.7368 | -1179.3855 | 85.3762 | -5407.9851 | 5493.3614 |
Avg Daily Profit (%) | -0.6269 | 0.0047 | -0.6316 | 0.0331 | 0 | 0.2157 |
Buy And Hold Return (%) | 549.6623 | 549.6623 | 549.6623 | 549.6623 | 549.6623 | 549.6623 |
Max Trade Drawdown | -1315359 | -128283 | -1291094 | -5807989 | -5920675 | -2835558 |
Profit Factor | 0.3113 | 1.0413 | 0.2077 | 1.0063 | 0.2377 | 1.8462 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 20 | 25 | 45 | 19 | 26 |
Losing Trades | 19 | 12 | 7 | 19 | 13 | 6 |
Profitability (%) | 70.3125 | 62.5 | 78.125 | 70.3125 | 59.375 | 81.25 |
Ratio Avg Win / Avg Loss | 0.1315 | 0.6248 | 0.0582 | 0.4249 | 0.1626 | 0.426 |
Largest Winning Trade | 54849 | 54849 | 30425 | 4871426 | 294437 | 4871426 |
Largest Losing Trade | -786361 | -55902 | -786361 | -3305631 | -3305631 | -2094411 |
Avg Bars in Trades | 112 | 109 | 114 | 112 | 109 | 114 |
Avg Bars in Winners | 52 | 42 | 60 | 70 | 52 | 84 |
Avg Bars in Losers | 253 | 222 | 306 | 210 | 193 | 246 |
Bars Traded | 7185 | 3517 | 3668 | 7185 | 3517 | 3668 |
Profit Streak | 157.4926 | 157.4926 | 271.2426 | 157.4926 | 157.4926 | 271.2426 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720144 | -526090 | -575770 | -669151 | -578212 | 513736 |
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{ "first_band": { "type": "dema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 1 } } }
# | 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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