Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660012.6264 | 423080.135 | 236932.4914 | 1913705.3298 | -565479.6001 | 2479184.93 |
Total P&L (%) | 660.0126 | 423.0801 | 236.9325 | 1913.7053 | -565.4796 | 2479.1849 |
Avg Daily Profit (%) | 0.3626 | 0.2324 | 0.1302 | 0.1651 | 0 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65468 | -65494 | -36152 | -2603371 | -2289690 | -1360570 |
Profit Factor | 3.0604 | 3.0667 | 3.0493 | 1.229 | 0.8888 | 1.7579 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 21 | 6 | 15 | 21 | 6 | 15 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 28.7671 | 16.2162 | 41.6667 | 28.7671 | 16.2162 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.5782 | 15.8446 | 4.269 | 3.0432 | 4.5922 | 2.4611 |
Largest Winning Trade | 413839 | 413839 | 63572 | 1216773 | 1216773 | 1146162 |
Largest Losing Trade | -19281 | -19281 | -11597 | -484434 | -367172 | -484434 |
Avg Bars in Trades | 70 | 44 | 96 | 70 | 44 | 96 |
Avg Bars in Winners | 196 | 191 | 198 | 196 | 191 | 198 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 5112 | 1654 | 3457 | 5112 | 1654 | 3457 |
Profit Streak | 0 | 0 | 31.0394 | 0 | 0 | 31.0394 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74215 | -54766 | -16138 | -80988 | -646523 | 305500 |
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{ "first_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 11, "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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