Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973453.3959 | 929161.9618 | 44291.4341 | 1155720.675 | 1215600.0928 | -59879.4177 |
Total P&L (%) | 973.4534 | 929.162 | 44.2914 | 1155.7207 | 1215.6001 | -59.8794 |
Avg Daily Profit (%) | 0.3883 | 0.3706 | 0.0177 | 0.101 | 0.1028 | -0.0364 |
Buy And Hold Return (%) | 284.7837 | 284.7837 | 284.7837 | 284.7837 | 284.7837 | 284.7837 |
Max Trade Drawdown | -90316 | -56348 | -56062 | -1407117 | -908676 | -544239 |
Profit Factor | 3.5839 | 6.2469 | 1.2218 | 1.2814 | 1.6303 | 0.9725 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.0771 | 11.8691 | 1.3091 | 1.8153 | 3.0976 | 1.042 |
Largest Winning Trade | 825525 | 825525 | 36593 | 1506848 | 1506848 | 464615 |
Largest Losing Trade | -36253 | -23207 | -36253 | -438077 | -334338 | -438077 |
Avg Bars in Trades | 166 | 153 | 180 | 166 | 153 | 180 |
Avg Bars in Winners | 301 | 317 | 289 | 301 | 317 | 289 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 9685 | 4456 | 5229 | 9685 | 4456 | 5229 |
Profit Streak | 86.7618 | 123.0118 | 0 | 86.7618 | 123.0118 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168629 | 346422 | -336147 | -241132 | -59690 | -579836 |
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{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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