Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271226.5341 | 274197.8197 | -2971.2857 | 25409128.1198 | 8475894.3244 | 16933233.7954 |
Total P&L (%) | 271.2265 | 274.1978 | -2.9713 | 25409.1281 | 8475.8943 | 16933.2338 |
Avg Daily Profit (%) | 0.125 | 0.1263 | -0.0014 | 0.2557 | 0.2053 | 0.237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349193 | -60394 | -397451 | -1857974 | -2782061 | -1857974 |
Profit Factor | 1.3829 | 2.8407 | 0.9947 | 3.0874 | 2.3625 | 3.845 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 72 | 36 | 36 | 70 | 35 | 35 |
Losing Trades | 16 | 8 | 8 | 18 | 9 | 9 |
Profitability (%) | 81.8182 | 81.8182 | 81.8182 | 79.5455 | 79.5455 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.3073 | 0.6313 | 0.221 | 0.7939 | 0.6075 | 0.9887 |
Largest Winning Trade | 42732 | 34349 | 42732 | 2310334 | 1482878 | 2310334 |
Largest Losing Trade | -292777 | -31677 | -292777 | -1857974 | -1752829 | -1857974 |
Avg Bars in Trades | 143 | 97 | 189 | 143 | 97 | 189 |
Avg Bars in Winners | 99 | 66 | 132 | 105 | 64 | 146 |
Avg Bars in Losers | 342 | 238 | 445 | 290 | 226 | 354 |
Bars Traded | 12633 | 4304 | 8329 | 12633 | 4304 | 8329 |
Profit Streak | 285.5369 | 436.7036 | 285.5369 | 285.5369 | 436.7036 | 285.5369 |
Trades During Streak | 18 | 13 | 9 | 18 | 13 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21035 | -16067 | -575175 | 633852 | 547154 | 644082 |
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{ "first_band": { "type": "dema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } } }
# | 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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