Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203448.2745 | 897106.9709 | 306341.3036 | 51130053.7563 | 7061676.5919 | 44068377.1644 |
Total P&L (%) | 1203.4483 | 897.107 | 306.3413 | 51130.0538 | 7061.6766 | 44068.3772 |
Avg Daily Profit (%) | 0.5174 | 0.3857 | 0.1317 | 0.2686 | 0.1838 | 0.2622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122661 | -107783 | -84450 | -100491415 | -77852765 | -35093392 |
Profit Factor | 2.486 | 3.0263 | 1.8345 | 1.1682 | 1.0358 | 1.4132 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 57.6642 | 58.8235 | 56.5217 | 57.6642 | 58.8235 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.8252 | 2.1184 | 1.4111 | 0.8576 | 0.725 | 1.087 |
Largest Winning Trade | 208293 | 208293 | 83548 | 41819868 | 41819868 | 29484640 |
Largest Losing Trade | -42761 | -42761 | -39229 | -33801147 | -33801147 | -21847053 |
Avg Bars in Trades | 100 | 81 | 119 | 100 | 81 | 119 |
Avg Bars in Winners | 114 | 90 | 138 | 114 | 90 | 138 |
Avg Bars in Losers | 81 | 67 | 95 | 81 | 67 | 95 |
Bars Traded | 13793 | 5515 | 8278 | 13793 | 5515 | 8278 |
Profit Streak | 16.0751 | 0 | 56.9085 | 16.0751 | 0 | 56.9085 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627203 | -92631 | -114146 | -26661 | -282979 | -89969 |
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{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 110, "offset": 20 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dema", "factors": { "length": 110, "offset": 20 } } }
# | 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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