Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88005.3218 | 14478.2968 | 73527.025 | 107754.3217 | 26843.0708 | 80911.251 |
Total P&L (%) | 88.0053 | 14.4783 | 73.527 | 107.7543 | 26.8431 | 80.9113 |
Avg Daily Profit (%) | 0.3379 | 0.0556 | 0.2823 | 0.2812 | 0.0913 | 0.2279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32552 | -33017 | -14184 | -31263 | -31848 | -23584 |
Profit Factor | 1.5546 | 1.1402 | 2.3267 | 1.522 | 1.218 | 1.9711 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 71.9626 | 67.9245 | 75.9259 | 71.9626 | 67.9245 | 75.9259 |
Ratio Avg Win / Avg Loss | 0.6057 | 0.5384 | 0.7377 | 0.593 | 0.5752 | 0.625 |
Largest Winning Trade | 8228 | 8228 | 7201 | 13463 | 12776 | 13463 |
Largest Losing Trade | -28760 | -28760 | -11318 | -27620 | -27620 | -18988 |
Avg Bars in Trades | 222 | 233 | 211 | 222 | 233 | 211 |
Avg Bars in Winners | 128 | 131 | 126 | 128 | 131 | 126 |
Avg Bars in Losers | 462 | 450 | 479 | 462 | 450 | 479 |
Bars Traded | 23811 | 12382 | 11429 | 23811 | 12382 | 11429 |
Profit Streak | 12.383 | 26.5289 | 12.383 | 12.383 | 26.5289 | 12.383 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427354 | -390714 | -167494 | 402709 | -254109 | -168646 |
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 4 } } }
# | 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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