Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46775.2115 | -6946.7849 | 53721.9964 | 1203.6783 | -13682.3262 | 14886.0045 |
Total P&L (%) | 46.7752 | -6.9468 | 53.722 | 1.2037 | -13.6823 | 14.886 |
Avg Daily Profit (%) | 0.1796 | -0.0267 | 0.2063 | 0.0046 | -0.0565 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62805 | -14702 | -56408 | -111003 | -21067 | -99009 |
Profit Factor | 1.2823 | 0.7244 | 1.3824 | 1.005 | 0.6043 | 1.0727 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 67.1053 | 60.5263 | 73.6842 | 67.1053 | 60.5263 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6286 | 0.4724 | 0.4937 | 0.4927 | 0.3941 | 0.3831 |
Largest Winning Trade | 23839 | 2411 | 23839 | 27256 | 3414 | 27256 |
Largest Losing Trade | -56408 | -6396 | -56408 | -99009 | -11994 | -99009 |
Avg Bars in Trades | 325 | 4 | 646 | 325 | 4 | 646 |
Avg Bars in Winners | 195 | 2 | 353 | 195 | 2 | 353 |
Avg Bars in Losers | 591 | 8 | 1465 | 591 | 8 | 1465 |
Bars Traded | 24732 | 184 | 24548 | 24732 | 184 | 24548 |
Profit Streak | 29.6731 | 33.121 | 29.6731 | 29.6731 | 33.121 | 29.6731 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46935 | -578738 | 311898 | -620187 | -578738 | -274531 |
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 5 } } }
# | 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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