Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2523342.256 | -19036.9971 | -2504305.2588 | 920711.5515 | -37824125.1753 | 38744836.7268 |
Total P&L (%) | -2523.3423 | -19.037 | -2504.3053 | 920.7116 | -37824.1252 | 38744.8367 |
Avg Daily Profit (%) | -1.3528 | -0.0102 | -1.3426 | 0.1246 | 0 | 0.3202 |
Buy And Hold Return (%) | 6575.6235 | 6575.6235 | 6575.6235 | 6575.6235 | 6575.6235 | 6575.6235 |
Max Trade Drawdown | -2628106 | -98583 | -2585846 | -55685944 | -40005069 | -29300222 |
Profit Factor | 0.2262 | 0.9172 | 0.1737 | 1.0077 | 0.3847 | 1.6727 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 225 | 105 | 120 | 191 | 91 | 100 |
Losing Trades | 56 | 36 | 20 | 90 | 50 | 40 |
Profitability (%) | 80.0712 | 74.4681 | 85.7143 | 67.9715 | 64.539 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.0563 | 0.3145 | 0.029 | 0.4748 | 0.2114 | 0.6691 |
Largest Winning Trade | 17067 | 17011 | 17067 | 21976475 | 2688497 | 21976475 |
Largest Losing Trade | -1518946 | -52411 | -1518946 | -28811690 | -27616712 | -28811690 |
Avg Bars in Trades | 76 | 13 | 140 | 76 | 13 | 140 |
Avg Bars in Winners | 30 | 5 | 51 | 56 | 7 | 101 |
Avg Bars in Losers | 262 | 34 | 671 | 118 | 22 | 237 |
Bars Traded | 21510 | 1835 | 19675 | 21510 | 1835 | 19675 |
Profit Streak | 0 | 0 | 49.0456 | 0 | 0 | 49.0456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575412 | -577509 | -575676 | -401892 | -578796 | 427479 |
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{ "first_band": { "type": "dema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 5 } } }
# | 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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