Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258717.3552 | 165865.0655 | 92852.2897 | 362288.5275 | 222336.8138 | 139951.7137 |
Total P&L (%) | 258.7174 | 165.8651 | 92.8523 | 362.2885 | 222.3368 | 139.9517 |
Avg Daily Profit (%) | 0.2484 | 0.1592 | 0.0891 | 0.1471 | 0.1124 | 0.0841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54008 | -76869 | -33550 | -93505 | -88622 | -39819 |
Profit Factor | 1.8451 | 1.8016 | 1.9359 | 1.7447 | 1.6686 | 1.9092 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 40.2299 | 32.5581 | 47.7273 | 40.2299 | 32.5581 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.7413 | 3.7318 | 2.1203 | 2.5921 | 3.4563 | 2.0911 |
Largest Winning Trade | 98534 | 98534 | 46654 | 97912 | 97912 | 51086 |
Largest Losing Trade | -19226 | -15607 | -19226 | -34334 | -34334 | -27226 |
Avg Bars in Trades | 275 | 410 | 142 | 275 | 410 | 142 |
Avg Bars in Winners | 422 | 725 | 220 | 422 | 725 | 220 |
Avg Bars in Losers | 175 | 258 | 71 | 175 | 258 | 71 |
Bars Traded | 23929 | 17659 | 6270 | 23929 | 17659 | 6270 |
Profit Streak | 29.4509 | 0 | 54.9092 | 29.4509 | 0 | 54.9092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306315 | 142481 | -70542 | 129153 | -46479 | -77363 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 235, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 127, "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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