Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81781.1097 | 45491.4092 | 36289.7006 | 92293.3763 | 60494.7346 | 31798.6417 |
Total P&L (%) | 81.7811 | 45.4914 | 36.2897 | 92.2934 | 60.4947 | 31.7986 |
Avg Daily Profit (%) | 0.5887 | 0.3275 | 0.2612 | 0.4718 | 0.3412 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28542 | -16676 | -32439 | -42561 | -18937 | -53377 |
Profit Factor | 1.6433 | 2.0407 | 1.435 | 1.5721 | 2.1932 | 1.2874 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 14 | 6 | 8 | 14 | 6 | 8 |
Profitability (%) | 80.8219 | 83.7838 | 77.7778 | 80.8219 | 83.7838 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3899 | 0.395 | 0.41 | 0.373 | 0.4245 | 0.3678 |
Largest Winning Trade | 9951 | 8110 | 9951 | 12415 | 11187 | 12415 |
Largest Losing Trade | -28542 | -16589 | -28542 | -42561 | -18937 | -42561 |
Avg Bars in Trades | 180 | 135 | 226 | 180 | 135 | 226 |
Avg Bars in Winners | 114 | 96 | 135 | 114 | 96 | 135 |
Avg Bars in Losers | 454 | 336 | 543 | 454 | 336 | 543 |
Bars Traded | 13141 | 5005 | 8136 | 13141 | 5005 | 8136 |
Profit Streak | 136.2463 | 166.5901 | 136.2463 | 136.2463 | 166.5901 | 136.2463 |
Trades During Streak | 13 | 12 | 6 | 13 | 12 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60876 | 437719 | 291614 | -62130 | 492136 | 225607 |
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{ "first_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "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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