Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206440.8386 | 1225471.006 | -19030.1674 | 167033.928 | -349399.0434 | 516432.9714 |
Total P&L (%) | 1206.4408 | 1225.471 | -19.0302 | 167.0339 | -349.399 | 516.433 |
Avg Daily Profit (%) | 0.6377 | 0.6477 | -0.0101 | 0.0519 | 0 | 0.0962 |
Buy And Hold Return (%) | 153.1947 | 153.1947 | 153.1947 | 153.1947 | 153.1947 | 153.1947 |
Max Trade Drawdown | -132606 | -169285 | -70464 | -3444630 | -3998221 | -518814 |
Profit Factor | 2.5539 | 3.0984 | 0.9011 | 1.0169 | 0.9572 | 1.3031 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 55.3648 | 51.7241 | 58.9744 | 55.3648 | 51.7241 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.059 | 2.8918 | 0.6268 | 0.8199 | 0.8934 | 0.9065 |
Largest Winning Trade | 977340 | 977340 | 15387 | 2471661 | 2471661 | 234103 |
Largest Losing Trade | -43060 | -43060 | -19180 | -764224 | -764224 | -282925 |
Avg Bars in Trades | 95 | 176 | 14 | 95 | 176 | 14 |
Avg Bars in Winners | 81 | 161 | 11 | 81 | 161 | 11 |
Avg Bars in Losers | 112 | 192 | 18 | 112 | 192 | 18 |
Bars Traded | 22179 | 20474 | 1705 | 22179 | 20474 | 1705 |
Profit Streak | 0 | 12.7591 | 0 | 0 | 12.7591 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668251 | 678383 | -579580 | -462888 | -579718 | -67296 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 95, "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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