Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71772.0081 | 23383.9385 | 48388.0696 | 77795.4141 | 32089.6583 | 45705.7558 |
Total P&L (%) | 71.772 | 23.3839 | 48.3881 | 77.7954 | 32.0897 | 45.7058 |
Avg Daily Profit (%) | 0.2756 | 0.0898 | 0.1858 | 0.2212 | 0.1069 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33548 | -20005 | -24841 | -52571 | -23032 | -39931 |
Profit Factor | 1.4889 | 1.3303 | 1.6368 | 1.3734 | 1.3502 | 1.3915 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 70.9677 | 63.0435 | 78.7234 | 70.9677 | 63.0435 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.6091 | 0.7798 | 0.4424 | 0.5618 | 0.7915 | 0.3761 |
Largest Winning Trade | 11879 | 7956 | 11879 | 14301 | 8872 | 14301 |
Largest Losing Trade | -22800 | -20005 | -22800 | -36260 | -23032 | -36260 |
Avg Bars in Trades | 255 | 269 | 240 | 255 | 269 | 240 |
Avg Bars in Winners | 160 | 160 | 159 | 160 | 160 | 159 |
Avg Bars in Losers | 487 | 456 | 540 | 487 | 456 | 540 |
Bars Traded | 23729 | 12411 | 11318 | 23729 | 12411 | 11318 |
Profit Streak | 10.6711 | 0 | 14.0774 | 10.6711 | 0 | 14.0774 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372080 | -78744 | 336581 | 329917 | -54069 | 11655 |
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{ "first_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 2 } } }
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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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