Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964403.9168 | 885790.5829 | 78613.3339 | 1649491.0117 | 943358.8498 | 706132.1619 |
Total P&L (%) | 964.4039 | 885.7906 | 78.6133 | 1649.491 | 943.3589 | 706.1322 |
Avg Daily Profit (%) | 0.5225 | 0.4799 | 0.0426 | 0.1552 | 0.1271 | 0.1131 |
Buy And Hold Return (%) | 134.5462 | 134.5462 | 134.5462 | 134.5462 | 134.5462 | 134.5462 |
Max Trade Drawdown | -153960 | -104342 | -80907 | -1427588 | -941189 | -986957 |
Profit Factor | 2.2803 | 3.0461 | 1.2454 | 1.2575 | 1.2674 | 1.2454 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 34.2342 | 32.1429 | 36.3636 | 34.2342 | 32.1429 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.3806 | 6.4306 | 2.1795 | 2.4158 | 2.6756 | 2.1795 |
Largest Winning Trade | 492920 | 492920 | 72503 | 1078911 | 734085 | 1078911 |
Largest Losing Trade | -30903 | -30903 | -26870 | -602842 | -547131 | -602842 |
Avg Bars in Trades | 196 | 223 | 169 | 196 | 223 | 169 |
Avg Bars in Winners | 403 | 497 | 318 | 403 | 497 | 318 |
Avg Bars in Losers | 89 | 93 | 84 | 89 | 93 | 84 |
Bars Traded | 21837 | 12505 | 9332 | 21837 | 12505 | 9332 |
Profit Streak | 0 | 0 | 79.2434 | 0 | 0 | 79.2434 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334758 | -171306 | -485611 | 99134 | -209179 | -226531 |
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 94, "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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