Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1224690.1275 | 125252.2686 | -1349942.3961 | 17400611.5999 | -11780575.7572 | 29181187.3571 |
Total P&L (%) | -1224.6901 | 125.2523 | -1349.9424 | 17400.6116 | -11780.5758 | 29181.1874 |
Avg Daily Profit (%) | -0.5397 | 0.0552 | -0.595 | 0.2279 | 0 | 0.2506 |
Buy And Hold Return (%) | 456.2423 | 456.2423 | 456.2423 | 456.2423 | 456.2423 | 456.2423 |
Max Trade Drawdown | -1509808 | -66321 | -1534525 | -84472366 | -37147176 | -72248134 |
Profit Factor | 0.4033 | 1.4498 | 0.239 | 1.0674 | 0.9025 | 1.2124 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 164 | 84 | 80 | 160 | 81 | 79 |
Losing Trades | 99 | 47 | 52 | 103 | 50 | 53 |
Profitability (%) | 62.3574 | 64.1221 | 60.6061 | 60.8365 | 61.8321 | 59.8485 |
Ratio Avg Win / Avg Loss | 0.2434 | 0.8112 | 0.1553 | 0.6871 | 0.5571 | 0.8134 |
Largest Winning Trade | 42011 | 34328 | 42011 | 37393841 | 14975592 | 37393841 |
Largest Losing Trade | -1187781 | -32971 | -1187781 | -52026636 | -20094961 | -52026636 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 16 | 17 | 14 | 21 | 18 | 25 |
Avg Bars in Losers | 56 | 44 | 66 | 46 | 42 | 50 |
Bars Traded | 8213 | 3575 | 4638 | 8213 | 3575 | 4638 |
Profit Streak | 19.315 | 0 | 20.315 | 19.315 | 0 | 20.315 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577241 | -283746 | -578545 | -136435 | -579173 | 305508 |
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 222, "offset": 189 } } }
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# | 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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