Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69066.4334 | 8031.7848 | 61034.6486 | 63198.6895 | -11120.2426 | 74318.9321 |
Total P&L (%) | 69.0664 | 8.0318 | 61.0346 | 63.1987 | -11.1202 | 74.3189 |
Avg Daily Profit (%) | 0.2652 | 0.0308 | 0.2344 | 0.1883 | -0.0453 | 0.2136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58859 | -27021 | -44722 | -137390 | -52647 | -112461 |
Profit Factor | 1.4905 | 1.1413 | 1.7269 | 1.2181 | 0.9006 | 1.4179 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 66.6667 | 60 | 73.5294 | 66.6667 | 60 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.7452 | 0.7608 | 0.6217 | 0.6091 | 0.6004 | 0.5104 |
Largest Winning Trade | 16867 | 15034 | 16867 | 27270 | 19216 | 27270 |
Largest Losing Trade | -28069 | -8929 | -28069 | -76534 | -16342 | -76534 |
Avg Bars in Trades | 347 | 93 | 607 | 347 | 93 | 607 |
Avg Bars in Winners | 240 | 44 | 405 | 240 | 44 | 405 |
Avg Bars in Losers | 559 | 168 | 1169 | 559 | 168 | 1169 |
Bars Traded | 23952 | 3287 | 20664 | 23952 | 3287 | 20664 |
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 | -97537 | -384381 | 340200 | -100250 | -580886 | 306441 |
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 4 } } }
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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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