Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337030.5257 | 80466.9241 | 256563.6015 | 271302.5431 | 44859.6328 | 226442.9104 |
Total P&L (%) | 337.0305 | 80.4669 | 256.5636 | 271.3025 | 44.8596 | 226.4429 |
Avg Daily Profit (%) | 0.2282 | 0.0545 | 0.1737 | 0.0889 | 0.0251 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79095 | -69745 | -79877 | -518882 | -313373 | -519838 |
Profit Factor | 1.5558 | 1.2445 | 1.9252 | 1.1145 | 1.039 | 1.1855 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 59.6491 | 54.386 | 64.9123 | 59.6491 | 54.386 | 64.9123 |
Ratio Avg Win / Avg Loss | 1.0524 | 1.0438 | 1.0407 | 0.7539 | 0.8715 | 0.6408 |
Largest Winning Trade | 53251 | 53251 | 48933 | 210594 | 161843 | 210594 |
Largest Losing Trade | -71907 | -31453 | -71907 | -453297 | -153334 | -453297 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 43 | 21 | 62 | 43 | 21 | 62 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 5794 | 2249 | 3545 | 5794 | 2249 | 3545 |
Profit Streak | 8.2269 | 17.9769 | 8.2269 | 8.2269 | 17.9769 | 8.2269 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438868 | -299331 | -167507 | -167865 | -519297 | -281497 |
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{ "first_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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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