Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5249470.4824 | 5381002.3701 | -131531.8877 | 99692.6882 | 349466.4234 | -249773.7353 |
Total P&L (%) | 5249.4705 | 5381.0024 | -131.5319 | 99.6927 | 349.4664 | -249.7737 |
Avg Daily Profit (%) | 2.6728 | 2.7398 | -0.067 | 0.0352 | 0.0766 | 0 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -211313 | -65912 | -223416 | -456413 | -191382 | -366501 |
Profit Factor | 10.3696 | 21.6969 | 0.562 | 1.1071 | 1.8531 | 0.5205 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 30.6452 | 35.4839 | 25.8065 | 30.6452 | 35.4839 | 25.8065 |
Ratio Avg Win / Avg Loss | 23.468 | 39.4488 | 1.6157 | 2.5056 | 3.3692 | 1.4964 |
Largest Winning Trade | 5485250 | 5485250 | 51841 | 498357 | 498357 | 84431 |
Largest Losing Trade | -38741 | -38741 | -33910 | -95387 | -78033 | -95387 |
Avg Bars in Trades | 90 | 87 | 94 | 90 | 87 | 94 |
Avg Bars in Winners | 198 | 171 | 236 | 198 | 171 | 236 |
Avg Bars in Losers | 43 | 40 | 45 | 43 | 40 | 45 |
Bars Traded | 5640 | 2703 | 2937 | 5640 | 2703 | 2937 |
Profit Streak | 0 | 0 | 601.7754 | 0 | 0 | 601.7754 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145974 | 531826 | -603717 | -579499 | -258684 | -604828 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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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