Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4046039.7127 | 3906832.0721 | 139207.6406 | 7615018.4205 | 5325717.3783 | 2289301.0422 |
Total P&L (%) | 4046.0397 | 3906.8321 | 139.2076 | 7615.0184 | 5325.7174 | 2289.301 |
Avg Daily Profit (%) | 1.9421 | 1.8753 | 0.0668 | 0.2088 | 0.1919 | 0.1524 |
Buy And Hold Return (%) | 176.1642 | 176.1642 | 176.1642 | 176.1642 | 176.1642 | 176.1642 |
Max Trade Drawdown | -198558 | -110615 | -104776 | -5268167 | -3728325 | -2834204 |
Profit Factor | 7.4052 | 11.5445 | 1.533 | 1.4374 | 1.5104 | 1.3283 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 38.0952 | 32.6923 | 43.3962 | 38.0952 | 32.6923 | 43.3962 |
Ratio Avg Win / Avg Loss | 12.0334 | 23.7681 | 1.9996 | 2.3358 | 3.1097 | 1.7325 |
Largest Winning Trade | 3783332 | 3783332 | 42279 | 5679809 | 5679809 | 1227321 |
Largest Losing Trade | -35380 | -35380 | -31936 | -1104081 | -1104081 | -1099311 |
Avg Bars in Trades | 233 | 319 | 148 | 233 | 319 | 148 |
Avg Bars in Winners | 439 | 673 | 267 | 439 | 673 | 267 |
Avg Bars in Losers | 106 | 147 | 58 | 106 | 147 | 58 |
Bars Traded | 24494 | 16607 | 7887 | 24494 | 16607 | 7887 |
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 | 660072 | -164436 | -449495 | 208716 | -176614 | -173624 |
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{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 87, "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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