Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750105.4554 | 647427.6208 | 102677.8346 | 2853269.9852 | 1767206.5571 | 1086063.4281 |
Total P&L (%) | 750.1055 | 647.4276 | 102.6778 | 2853.27 | 1767.2066 | 1086.0634 |
Avg Daily Profit (%) | 0.4636 | 0.4001 | 0.0635 | 0.2095 | 0.1811 | 0.153 |
Buy And Hold Return (%) | 23.8347 | 23.8347 | 23.8347 | 23.8347 | 23.8347 | 23.8347 |
Max Trade Drawdown | -64391 | -86453 | -86447 | -1001694 | -1354818 | -808321 |
Profit Factor | 2.3346 | 3.2152 | 1.3806 | 1.423 | 1.4791 | 1.3553 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 39.5604 | 34.7826 | 44.4444 | 39.5604 | 34.7826 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.5667 | 6.0284 | 1.7257 | 2.174 | 2.7732 | 1.6941 |
Largest Winning Trade | 216341 | 216341 | 70960 | 1063246 | 1063246 | 862630 |
Largest Losing Trade | -55842 | -28701 | -55842 | -590995 | -438213 | -590995 |
Avg Bars in Trades | 208 | 203 | 213 | 208 | 203 | 213 |
Avg Bars in Winners | 390 | 421 | 365 | 390 | 421 | 365 |
Avg Bars in Losers | 89 | 87 | 92 | 89 | 87 | 92 |
Bars Traded | 18975 | 9354 | 9621 | 18975 | 9354 | 9621 |
Profit Streak | 0 | 0 | 551.0072 | 0 | 0 | 551.0072 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393106 | 361776 | -109964 | 224931 | 155550 | 275687 |
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{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 95, "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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