Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406524.9677 | 248074.2861 | 158450.6815 | 1737310.2639 | 1301622.3798 | 435687.8841 |
Total P&L (%) | 406.525 | 248.0743 | 158.4507 | 1737.3103 | 1301.6224 | 435.6879 |
Avg Daily Profit (%) | 0.3903 | 0.2382 | 0.1521 | 0.2798 | 0.2538 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59429 | -39148 | -43228 | -1470168 | -493483 | -1070000 |
Profit Factor | 2.5605 | 2.8062 | 2.2864 | 1.6171 | 1.9932 | 1.2895 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 40 | 34.8837 | 45.2381 | 40 | 34.8837 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.8407 | 5.2383 | 2.7678 | 2.4257 | 3.7206 | 1.561 |
Largest Winning Trade | 106294 | 106294 | 51850 | 552430 | 552430 | 418630 |
Largest Losing Trade | -13823 | -13564 | -13823 | -308485 | -308485 | -294877 |
Avg Bars in Trades | 290 | 245 | 335 | 290 | 245 | 335 |
Avg Bars in Winners | 528 | 487 | 560 | 528 | 487 | 560 |
Avg Bars in Losers | 131 | 116 | 150 | 131 | 116 | 150 |
Bars Traded | 24670 | 10566 | 14104 | 24670 | 10566 | 14104 |
Profit Streak | 37.7139 | 37.7139 | 39.3389 | 37.7139 | 37.7139 | 39.3389 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412427 | 288740 | 370911 | 327911 | 252066 | 257737 |
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{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 131, "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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