Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72459.8238 | 19442.4475 | 53017.3763 | 62046.8208 | 5653.7316 | 56393.0892 |
Total P&L (%) | 72.4598 | 19.4424 | 53.0174 | 62.0468 | 5.6537 | 56.3931 |
Avg Daily Profit (%) | 0.2782 | 0.0747 | 0.2036 | 0.1855 | 0.0211 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62398 | -42644 | -37950 | -90291 | -69094 | -48177 |
Profit Factor | 1.3961 | 1.2246 | 1.5503 | 1.2423 | 1.0449 | 1.4336 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 71.4286 | 66.6667 | 76.3158 | 71.4286 | 66.6667 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.5585 | 0.6123 | 0.4811 | 0.4969 | 0.5224 | 0.4449 |
Largest Winning Trade | 10727 | 10704 | 10727 | 14533 | 14533 | 12043 |
Largest Losing Trade | -26072 | -24234 | -26072 | -38566 | -38566 | -38229 |
Avg Bars in Trades | 317 | 236 | 400 | 317 | 236 | 400 |
Avg Bars in Winners | 198 | 142 | 248 | 198 | 142 | 248 |
Avg Bars in Losers | 614 | 423 | 890 | 614 | 423 | 890 |
Bars Traded | 24424 | 9208 | 15217 | 24424 | 9208 | 15217 |
Profit Streak | 5.433 | 5.433 | 12.1413 | 5.433 | 5.433 | 12.1413 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36145 | -101072 | 344892 | -38408 | -501765 | 317566 |
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
# | 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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