Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261166.9587 | 253972.1729 | 7194.7859 | 134844.6246 | 336231.1474 | -201386.5228 |
Total P&L (%) | 261.167 | 253.9722 | 7.1948 | 134.8446 | 336.2311 | -201.3865 |
Avg Daily Profit (%) | 0.5014 | 0.4876 | 0.0138 | 0.1641 | 0.2832 | 0 |
Buy And Hold Return (%) | 96.8615 | 96.8615 | 96.8615 | 96.8615 | 96.8615 | 96.8615 |
Max Trade Drawdown | -87730 | -44157 | -64867 | -619628 | -255848 | -410677 |
Profit Factor | 1.5392 | 2.0985 | 1.0284 | 1.0703 | 1.4089 | 0.8161 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 46.3277 | 40.9091 | 51.6854 | 46.3277 | 40.9091 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.7832 | 3.0312 | 0.9613 | 1.24 | 2.035 | 0.7628 |
Largest Winning Trade | 182795 | 182795 | 21110 | 301885 | 301885 | 111466 |
Largest Losing Trade | -28002 | -15280 | -28002 | -238018 | -93513 | -238018 |
Avg Bars in Trades | 140 | 120 | 159 | 140 | 120 | 159 |
Avg Bars in Winners | 161 | 145 | 173 | 161 | 145 | 173 |
Avg Bars in Losers | 121 | 102 | 145 | 121 | 102 | 145 |
Bars Traded | 24802 | 10566 | 14236 | 24802 | 10566 | 14236 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302515 | 223186 | -531766 | -180695 | 110784 | -581444 |
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{ "first_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 104, "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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