Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055198.7306 | 1099089.5125 | -43890.7818 | -79142.8651 | 132634.4231 | -211777.2882 |
Total P&L (%) | 1055.1987 | 1099.0895 | -43.8908 | -79.1429 | 132.6344 | -211.7773 |
Avg Daily Profit (%) | 0.5685 | 0.5922 | -0.0236 | -0.0844 | 0.0455 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300132 | -267220 | -45280 | -1320905 | -1096215 | -268650 |
Profit Factor | 2.3868 | 2.9326 | 0.7716 | 0.9588 | 1.0911 | 0.5438 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 52 | 17 | 35 | 52 | 17 | 35 |
Losing Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Profitability (%) | 32.2981 | 21.25 | 43.2099 | 32.2981 | 21.25 | 43.2099 |
Ratio Avg Win / Avg Loss | 5.0031 | 10.8679 | 1.0141 | 2.0097 | 4.0435 | 0.7147 |
Largest Winning Trade | 1308297 | 1308297 | 14934 | 1227821 | 1227821 | 49524 |
Largest Losing Trade | -39354 | -39354 | -17052 | -380040 | -380040 | -144230 |
Avg Bars in Trades | 45 | 86 | 4 | 45 | 86 | 4 |
Avg Bars in Winners | 60 | 173 | 5 | 60 | 173 | 5 |
Avg Bars in Losers | 37 | 62 | 3 | 37 | 62 | 3 |
Bars Traded | 7251 | 6896 | 355 | 7251 | 6896 | 355 |
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 | 348974 | -48811 | -593432 | -584040 | -317129 | -595098 |
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{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 13, "scalar": 4 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 13, "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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