Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244086.3968 | -5862.1658 | 249948.5626 | -236406.4925 | -155670.5182 | -80735.9743 |
Total P&L (%) | 244.0864 | -5.8622 | 249.9486 | -236.4065 | -155.6705 | -80.736 |
Avg Daily Profit (%) | 0.1602 | -0.0038 | 0.164 | 0 | 0 | -0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160500 | -58948 | -123834 | -680745 | -164570 | -528274 |
Profit Factor | 1.625 | 0.9628 | 2.0722 | 0.7708 | 0.5709 | 0.8793 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 61 | 28 | 33 | 36 | 16 | 20 |
Losing Trades | 18 | 12 | 6 | 43 | 24 | 19 |
Profitability (%) | 77.2152 | 70 | 84.6154 | 45.5696 | 40 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.4795 | 0.4126 | 0.3768 | 0.9207 | 0.8564 | 0.8353 |
Largest Winning Trade | 44431 | 37261 | 44431 | 129266 | 112677 | 129266 |
Largest Losing Trade | -114024 | -49904 | -114024 | -301725 | -129781 | -301725 |
Avg Bars in Trades | 205 | 53 | 362 | 205 | 53 | 362 |
Avg Bars in Winners | 152 | 28 | 258 | 215 | 46 | 350 |
Avg Bars in Losers | 384 | 111 | 932 | 197 | 57 | 374 |
Bars Traded | 16255 | 2126 | 14130 | 16255 | 2126 | 14130 |
Profit Streak | 55.744 | 169.994 | 0 | 0 | 0 | 98.1606 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19330 | -576774 | 462002 | -613778 | -584638 | -580031 |
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
# | 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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