Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134649.3902 | 89123.7791 | 45525.611 | 215961.5884 | 156914.1392 | 59047.4492 |
Total P&L (%) | 134.6494 | 89.1238 | 45.5256 | 215.9616 | 156.9141 | 59.0474 |
Avg Daily Profit (%) | 0.517 | 0.3422 | 0.1748 | 0.4427 | 0.363 | 0.1783 |
Buy And Hold Return (%) | 11.04 | 11.04 | 11.04 | 11.04 | 11.04 | 11.04 |
Max Trade Drawdown | -37580 | -41326 | -12000 | -44665 | -47455 | -38556 |
Profit Factor | 2.0172 | 2.146 | 1.8338 | 2.1852 | 2.6853 | 1.6627 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 56.8182 | 56.8182 | 56.8182 | 56.8182 | 56.8182 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.5331 | 1.631 | 1.3937 | 1.6608 | 2.0408 | 1.2637 |
Largest Winning Trade | 16138 | 16138 | 13989 | 27932 | 27932 | 17086 |
Largest Losing Trade | -29117 | -29117 | -11824 | -38556 | -33908 | -38556 |
Avg Bars in Trades | 276 | 427 | 125 | 276 | 427 | 125 |
Avg Bars in Winners | 236 | 313 | 159 | 236 | 313 | 159 |
Avg Bars in Losers | 329 | 578 | 80 | 329 | 578 | 80 |
Bars Traded | 24345 | 18820 | 5525 | 24345 | 18820 | 5525 |
Profit Streak | 13.1865 | 47.4573 | 13.1865 | 13.1865 | 47.4573 | 13.1865 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556328 | 506379 | 298380 | 545136 | 550226 | 323988 |
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 1 } } }
# | 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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