Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223202.8291 | 1144910.4067 | 78292.4224 | 1003093.6161 | 1612993.6795 | -609900.0634 |
Total P&L (%) | 1223.2028 | 1144.9104 | 78.2924 | 1003.0936 | 1612.9937 | -609.9001 |
Avg Daily Profit (%) | 0.5874 | 0.5498 | 0.0376 | 0.1153 | 0.1365 | 0 |
Buy And Hold Return (%) | 74.8106 | 74.8106 | 74.8106 | 74.8106 | 74.8106 | 74.8106 |
Max Trade Drawdown | -188282 | -194743 | -52177 | -16487674 | -16132651 | -2820626 |
Profit Factor | 2.5216 | 2.9535 | 1.3595 | 1.0332 | 1.0698 | 0.9145 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 179 | 91 | 88 | 179 | 91 | 88 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 62.3693 | 63.6364 | 61.1111 | 62.3693 | 63.6364 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.5214 | 1.6877 | 0.8651 | 0.6234 | 0.6113 | 0.5819 |
Largest Winning Trade | 876134 | 876134 | 10273 | 8459508 | 8459508 | 815721 |
Largest Losing Trade | -70586 | -70586 | -19740 | -6335129 | -6335129 | -2103861 |
Avg Bars in Trades | 81 | 149 | 14 | 81 | 149 | 14 |
Avg Bars in Winners | 78 | 144 | 11 | 78 | 144 | 11 |
Avg Bars in Losers | 86 | 158 | 19 | 86 | 158 | 19 |
Bars Traded | 23467 | 21375 | 2092 | 23467 | 21375 | 2092 |
Profit Streak | 0 | 91.509 | 0 | 0 | 91.509 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693353 | 707840 | -293653 | -221216 | -152845 | -579232 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 219, "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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