Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94811.1379 | 57509.1694 | 37301.9685 | 125636.1558 | 88725.0753 | 36911.0805 |
Total P&L (%) | 94.8111 | 57.5092 | 37.302 | 125.6362 | 88.7251 | 36.9111 |
Avg Daily Profit (%) | 0.6825 | 0.414 | 0.2685 | 0.5875 | 0.4583 | 0.2264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21932 | -23132 | -8782 | -22884 | -26984 | -21142 |
Profit Factor | 2.2499 | 1.9948 | 3.0675 | 2.3104 | 2.3631 | 2.199 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.3377 | 63.1579 | 61.5385 | 62.3377 | 63.1579 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3593 | 1.1636 | 1.9172 | 1.3959 | 1.3785 | 1.3744 |
Largest Winning Trade | 28808 | 28808 | 9634 | 37495 | 37495 | 13872 |
Largest Losing Trade | -15846 | -15846 | -7344 | -17911 | -15599 | -17911 |
Avg Bars in Trades | 152 | 282 | 25 | 152 | 282 | 25 |
Avg Bars in Winners | 185 | 342 | 28 | 185 | 342 | 28 |
Avg Bars in Losers | 98 | 181 | 21 | 98 | 181 | 21 |
Bars Traded | 11765 | 10753 | 1012 | 11765 | 10753 | 1012 |
Profit Streak | 143.715 | 143.7358 | 143.715 | 143.715 | 143.7358 | 143.715 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30303 | 425012 | 438835 | -30998 | 494197 | 324288 |
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } } }
# | 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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