Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2280989.8688 | 75245.9775 | -2356235.8463 | 9277086.928 | -114603334.8009 | 123880421.729 |
Total P&L (%) | -2280.9899 | 75.246 | -2356.2358 | 9277.0869 | -114603.3348 | 123880.4217 |
Avg Daily Profit (%) | -1.2275 | 0.0405 | -1.268 | 0.2447 | 0 | 0.3841 |
Buy And Hold Return (%) | 7047.1561 | 7047.1561 | 7047.1561 | 7047.1561 | 7047.1561 | 7047.1561 |
Max Trade Drawdown | -2473276 | -82043 | -2473803 | -218808633 | -133367576 | -121956849 |
Profit Factor | 0.2679 | 1.3175 | 0.1815 | 1.0236 | 0.4196 | 1.6345 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 139 | 67 | 72 | 117 | 58 | 59 |
Losing Trades | 44 | 25 | 19 | 66 | 34 | 32 |
Profitability (%) | 75.9563 | 72.8261 | 79.1209 | 63.9344 | 63.0435 | 64.8352 |
Ratio Avg Win / Avg Loss | 0.0848 | 0.4916 | 0.0479 | 0.5774 | 0.246 | 0.8865 |
Largest Winning Trade | 47582 | 47582 | 26589 | 43492192 | 14873400 | 43492192 |
Largest Losing Trade | -1479780 | -41091 | -1479780 | -119571887 | -84538654 | -119571887 |
Avg Bars in Trades | 117 | 39 | 196 | 117 | 39 | 196 |
Avg Bars in Winners | 58 | 22 | 90 | 89 | 27 | 150 |
Avg Bars in Losers | 306 | 83 | 598 | 167 | 59 | 282 |
Bars Traded | 21529 | 3622 | 17907 | 21529 | 3622 | 17907 |
Profit Streak | 42.4007 | 194.734 | 0 | 42.4007 | 194.734 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575903 | -301621 | -577036 | -251804 | -577601 | 425439 |
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{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 3 } } }
# | 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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