Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068153.3152 | 1015006.4474 | 53146.8678 | 1397494.6848 | 1741406.2748 | -343911.59 |
Total P&L (%) | 1068.1533 | 1015.0064 | 53.1469 | 1397.4947 | 1741.4063 | -343.9116 |
Avg Daily Profit (%) | 0.5127 | 0.4872 | 0.0255 | 0.13 | 0.1399 | 0 |
Buy And Hold Return (%) | 61.2903 | 61.2903 | 61.2903 | 61.2903 | 61.2903 | 61.2903 |
Max Trade Drawdown | -145052 | -114674 | -189356 | -5760511 | -4721047 | -2237540 |
Profit Factor | 2.0175 | 2.9744 | 1.0992 | 1.0734 | 1.1743 | 0.962 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 30.7692 | 29.8969 | 31.6327 | 30.7692 | 29.8969 | 31.6327 |
Ratio Avg Win / Avg Loss | 4.5393 | 6.9746 | 2.3757 | 2.4151 | 2.7536 | 2.0792 |
Largest Winning Trade | 460533 | 460533 | 84593 | 4227967 | 4227967 | 1188901 |
Largest Losing Trade | -34846 | -32675 | -34846 | -844509 | -844509 | -698527 |
Avg Bars in Trades | 126 | 110 | 142 | 126 | 110 | 142 |
Avg Bars in Winners | 305 | 270 | 338 | 305 | 270 | 338 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 24639 | 10713 | 13926 | 24639 | 10713 | 13926 |
Profit Streak | 12.6139 | 0 | 14.3639 | 12.6139 | 0 | 14.3639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313230 | 275244 | -441705 | -163591 | -41990 | -584843 |
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{ "first_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } } }
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# | 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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