Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453606.8875 | 427629.1071 | 25977.7804 | -11882.3085 | -139315.5088 | 127433.2003 |
Total P&L (%) | 453.6069 | 427.6291 | 25.9778 | -11.8823 | -139.3155 | 127.4332 |
Avg Daily Profit (%) | 0.2406 | 0.2268 | 0.0138 | -0.0067 | 0 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226524 | -121595 | -104929 | -1638382 | -1343120 | -696254 |
Profit Factor | 1.616 | 1.9496 | 1.0908 | 0.9972 | 0.9514 | 1.0876 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 60.1852 | 51.8519 | 68.5185 | 60.1852 | 51.8519 | 68.5185 |
Ratio Avg Win / Avg Loss | 1.0691 | 1.8104 | 0.5012 | 0.6597 | 0.8834 | 0.4997 |
Largest Winning Trade | 297839 | 297839 | 26051 | 1009052 | 1009052 | 227017 |
Largest Losing Trade | -58632 | -58632 | -52095 | -896108 | -896108 | -455817 |
Avg Bars in Trades | 51 | 80 | 22 | 51 | 80 | 22 |
Avg Bars in Winners | 27 | 46 | 13 | 27 | 46 | 13 |
Avg Bars in Losers | 86 | 116 | 40 | 86 | 116 | 40 |
Bars Traded | 5513 | 4325 | 1188 | 5513 | 4325 | 1188 |
Profit Streak | 15.3259 | 0 | 66.3259 | 15.3259 | 0 | 66.3259 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435843 | -168262 | -477008 | -578587 | -760593 | -437379 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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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