Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68474.0499 | 9619.6182 | 58854.4317 | 60384.0303 | 9884.1781 | 50499.8522 |
Total P&L (%) | 68.4741 | 9.6196 | 58.8544 | 60.384 | 9.8842 | 50.4999 |
Avg Daily Profit (%) | 0.2629 | 0.0369 | 0.226 | 0.1816 | 0.0362 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41995 | -9556 | -37516 | -102885 | -18618 | -94092 |
Profit Factor | 1.5076 | 1.4324 | 1.5225 | 1.2214 | 1.233 | 1.2192 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 46.9027 | 49.1228 | 44.6429 | 46.9027 | 49.1228 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.7067 | 1.4835 | 1.8879 | 1.3827 | 1.2771 | 1.5118 |
Largest Winning Trade | 28621 | 11546 | 28621 | 31092 | 16132 | 31092 |
Largest Losing Trade | -26276 | -1843 | -26276 | -64008 | -3868 | -64008 |
Avg Bars in Trades | 214 | 15 | 417 | 214 | 15 | 417 |
Avg Bars in Winners | 212 | 20 | 427 | 212 | 20 | 427 |
Avg Bars in Losers | 216 | 10 | 409 | 216 | 10 | 409 |
Bars Traded | 24251 | 897 | 23354 | 24251 | 897 | 23354 |
Profit Streak | 10.1728 | 10.2249 | 10.1728 | 10.1728 | 10.2249 | 10.1728 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351413 | -488574 | -173219 | 203982 | -490776 | -176219 |
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{ "first_band": { "type": "dema", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 24, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 24, "offset": 0, "scalar": 2 } } }
# | 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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