Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191297.4959 | 139824.0701 | 51473.4258 | 167087.2132 | 92051.9153 | 75035.2978 |
Total P&L (%) | 191.2975 | 139.8241 | 51.4734 | 167.0872 | 92.0519 | 75.0353 |
Avg Daily Profit (%) | 0.4791 | 0.3502 | 0.1289 | 0.2463 | 0.1636 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60772 | -39424 | -29895 | -183528 | -130950 | -90450 |
Profit Factor | 2.1323 | 2.6977 | 1.5945 | 1.4675 | 1.5298 | 1.4086 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 36.0656 | 35.4839 | 36.6667 | 36.0656 | 35.4839 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.7801 | 4.9049 | 2.7542 | 2.6015 | 2.7815 | 2.433 |
Largest Winning Trade | 171286 | 171286 | 32414 | 172435 | 172435 | 88525 |
Largest Losing Trade | -16647 | -15819 | -16647 | -51288 | -51288 | -45954 |
Avg Bars in Trades | 302 | 282 | 323 | 302 | 282 | 323 |
Avg Bars in Winners | 587 | 549 | 625 | 587 | 549 | 625 |
Avg Bars in Losers | 141 | 135 | 148 | 141 | 135 | 148 |
Bars Traded | 18460 | 8750 | 9710 | 18460 | 8750 | 9710 |
Profit Streak | 154.8152 | 193.7735 | 0 | 154.8152 | 193.7735 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158013 | 315757 | -25359 | -161839 | 166645 | -10075 |
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{ "first_band": { "type": "kcb", "factors": { "length": 92, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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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