Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352707.2307 | 15549.3298 | 337157.9009 | 548302.4502 | -92110.8209 | 640413.2711 |
Total P&L (%) | 352.7072 | 15.5493 | 337.1579 | 548.3025 | -92.1108 | 640.4133 |
Avg Daily Profit (%) | 0.2302 | 0.0102 | 0.2201 | 0.1221 | -0.1656 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93781 | -38120 | -86908 | -1088637 | -266501 | -959928 |
Profit Factor | 2.3137 | 1.1033 | 3.8578 | 1.2813 | 0.8761 | 1.5312 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 19 | 16 | 3 | 19 | 16 | 3 |
Profitability (%) | 84.5528 | 74.1935 | 95.082 | 84.5528 | 74.1935 | 95.082 |
Ratio Avg Win / Avg Loss | 0.4227 | 0.3838 | 0.1995 | 0.2341 | 0.3047 | 0.0792 |
Largest Winning Trade | 25362 | 13450 | 25362 | 249499 | 94787 | 249499 |
Largest Losing Trade | -86908 | -37707 | -86908 | -959928 | -171679 | -959928 |
Avg Bars in Trades | 31 | 8 | 54 | 31 | 8 | 54 |
Avg Bars in Winners | 18 | 3 | 31 | 18 | 3 | 31 |
Avg Bars in Losers | 101 | 25 | 505 | 101 | 25 | 505 |
Bars Traded | 3894 | 557 | 3337 | 3894 | 557 | 3337 |
Profit Streak | 0 | 0 | 248.049 | 0 | 0 | 248.049 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519944 | -448441 | -142820 | -26372 | -731544 | -172996 |
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{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "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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