Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -354166.2621 | 119517.928 | -473684.1901 | 20561269.3368 | 9722829.6333 | 10838439.7036 |
Total P&L (%) | -354.1663 | 119.5179 | -473.6842 | 20561.2693 | 9722.8296 | 10838.4397 |
Avg Daily Profit (%) | -0.194 | 0.0655 | -0.2595 | 0.2924 | 0.2516 | 0.2575 |
Buy And Hold Return (%) | 662.6179 | 662.6179 | 662.6179 | 662.6179 | 662.6179 | 662.6179 |
Max Trade Drawdown | -748366 | -68361 | -702225 | -2123512 | -407716 | -2432865 |
Profit Factor | 0.6348 | 2.0751 | 0.4484 | 5.3014 | 8.8071 | 4.0662 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 70 | 33 | 37 | 50 | 27 | 23 |
Losing Trades | 15 | 10 | 5 | 35 | 16 | 19 |
Profitability (%) | 82.3529 | 76.7442 | 88.0952 | 58.8235 | 62.7907 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.136 | 0.6288 | 0.0606 | 3.7109 | 5.219 | 3.359 |
Largest Winning Trade | 32297 | 30378 | 32297 | 2756587 | 2418376 | 2756587 |
Largest Losing Trade | -524472 | -66208 | -524472 | -1644575 | -407716 | -1644575 |
Avg Bars in Trades | 105 | 35 | 176 | 105 | 35 | 176 |
Avg Bars in Winners | 65 | 18 | 106 | 100 | 39 | 171 |
Avg Bars in Losers | 293 | 90 | 699 | 112 | 28 | 183 |
Bars Traded | 8959 | 1527 | 7432 | 8959 | 1527 | 7432 |
Profit Streak | 190.9582 | 190.9582 | 321.1248 | 190.9582 | 190.9582 | 321.1248 |
Trades During Streak | 8 | 4 | 9 | 8 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574664 | -265226 | -574590 | 709404 | 723643 | 639669 |
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{ "first_band": { "type": "dema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 194, "offset": 76, "scalar": 5 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 194, "offset": 76, "scalar": 5 } } }
# | 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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