Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606509.0775 | 554567.1762 | 51941.9014 | -59345.6486 | 74622.3821 | -133968.0307 |
Total P&L (%) | 606.5091 | 554.5672 | 51.9419 | -59.3456 | 74.6224 | -133.968 |
Avg Daily Profit (%) | 0.3143 | 0.2874 | 0.0269 | -0.0466 | 0.0289 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145645 | -49402 | -171164 | -150023 | -26274 | -176143 |
Profit Factor | 2.0826 | 4.0861 | 1.1365 | 0.8219 | 1.9874 | 0.48 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 42.8571 | 44.1176 | 43.4783 | 42.8571 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.7074 | 5.4481 | 1.4396 | 1.0685 | 2.6499 | 0.608 |
Largest Winning Trade | 343160 | 343160 | 61732 | 55067 | 55067 | 27824 |
Largest Losing Trade | -97854 | -28426 | -97854 | -119616 | -18995 | -119616 |
Avg Bars in Trades | 328 | 142 | 520 | 328 | 142 | 520 |
Avg Bars in Winners | 585 | 236 | 934 | 585 | 236 | 934 |
Avg Bars in Losers | 130 | 71 | 192 | 130 | 71 | 192 |
Bars Traded | 22659 | 4979 | 17680 | 22659 | 4979 | 17680 |
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 | -95839 | 472386 | -230804 | -687925 | -153295 | -583082 |
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{ "first_band": { "type": "kcu", "factors": { "length": 89, "offset": 168, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 89, "offset": 168, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 127, "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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