Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023126.674 | 853042.7576 | 170083.9164 | 2800538.3379 | 1977519.5471 | 823018.7908 |
Total P&L (%) | 1023.1267 | 853.0428 | 170.0839 | 2800.5383 | 1977.5195 | 823.0188 |
Avg Daily Profit (%) | 0.4307 | 0.3591 | 0.0716 | 0.1419 | 0.1278 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140784 | -47397 | -106368 | -2175058 | -1072680 | -1842715 |
Profit Factor | 2.9855 | 5.1124 | 1.5525 | 1.4754 | 1.8709 | 1.2274 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.6729 | 8.8305 | 2.1993 | 2.3094 | 3.2316 | 1.7388 |
Largest Winning Trade | 603320 | 603320 | 71830 | 974659 | 974659 | 934885 |
Largest Losing Trade | -38006 | -32315 | -38006 | -1045244 | -405211 | -1045244 |
Avg Bars in Trades | 152 | 66 | 242 | 152 | 66 | 242 |
Avg Bars in Winners | 334 | 149 | 504 | 334 | 149 | 504 |
Avg Bars in Losers | 36 | 17 | 57 | 36 | 17 | 57 |
Bars Traded | 9019 | 1986 | 7033 | 9019 | 1986 | 7033 |
Profit Streak | 0 | 0 | 313.3335 | 0 | 0 | 313.3335 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168350 | 433520 | -97044 | -185039 | -23681 | -69276 |
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{ "first_band": { "type": "kcu", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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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