Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552248.005 | 1459516.7261 | 92731.2789 | 7524462.6742 | 8686673.1122 | -1162210.438 |
Total P&L (%) | 1552.248 | 1459.5167 | 92.7313 | 7524.4627 | 8686.6731 | -1162.2104 |
Avg Daily Profit (%) | 0.8498 | 0.799 | 0.0508 | 0.2375 | 0.2453 | 0 |
Buy And Hold Return (%) | 744.9529 | 744.9529 | 744.9529 | 744.9529 | 744.9529 | 744.9529 |
Max Trade Drawdown | -97549 | -95393 | -62848 | -3613290 | -2950198 | -3312408 |
Profit Factor | 4.5498 | 7.3698 | 1.4455 | 1.4161 | 2.0213 | 0.8787 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 7.5829 | 14.0696 | 2.1127 | 2.3601 | 3.8589 | 1.2842 |
Largest Winning Trade | 747909 | 747909 | 69262 | 6014080 | 6014080 | 3431730 |
Largest Losing Trade | -46659 | -46659 | -32495 | -1524273 | -1352607 | -1524273 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 138 | 162 | 118 | 138 | 162 | 118 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 5245 | 2856 | 2389 | 5245 | 2856 | 2389 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134295 | 302981 | -292491 | -138375 | 221680 | -582789 |
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 2 } } }
# | 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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