Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70874.5499 | 68460.4016 | 2414.1483 | 84937.0497 | 94235.5051 | -9298.4555 |
Total P&L (%) | 70.8746 | 68.4604 | 2.4141 | 84.9371 | 94.2355 | -9.2985 |
Avg Daily Profit (%) | 0.8164 | 0.7886 | 0.0278 | 0.7108 | 0.7677 | -0.1124 |
Buy And Hold Return (%) | 51.9718 | 51.9718 | 51.9718 | 51.9718 | 51.9718 | 51.9718 |
Max Trade Drawdown | -12593 | -6943 | -14052 | -26549 | -8898 | -29462 |
Profit Factor | 1.866 | 3.6108 | 1.0434 | 1.7143 | 3.4607 | 0.8847 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Losing Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Profitability (%) | 45.1613 | 55.3191 | 34.7826 | 45.1613 | 55.3191 | 34.7826 |
Ratio Avg Win / Avg Loss | 2.2659 | 2.9164 | 1.9564 | 2.0816 | 2.7952 | 1.6587 |
Largest Winning Trade | 36562 | 36562 | 8508 | 54181 | 54181 | 9544 |
Largest Losing Trade | -8319 | -4577 | -8319 | -17595 | -8872 | -17595 |
Avg Bars in Trades | 261 | 203 | 321 | 261 | 203 | 321 |
Avg Bars in Winners | 430 | 299 | 643 | 430 | 299 | 643 |
Avg Bars in Losers | 123 | 85 | 149 | 123 | 85 | 149 |
Bars Traded | 24361 | 9576 | 14785 | 24361 | 9576 | 14785 |
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 | -39897 | -48544 | -500963 | 83816 | 352160 | -585791 |
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{ "first_band": { "type": "kcu", "factors": { "length": 119, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 119, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } } }
# | 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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