Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1383916.9006 | 240816.0871 | -1624732.9877 | 2509004.9225 | -24269825.3699 | 26778830.2923 |
Total P&L (%) | -1383.9169 | 240.8161 | -1624.733 | 2509.0049 | -24269.8254 | 26778.8303 |
Avg Daily Profit (%) | -0.7046 | 0.1226 | -0.8273 | 0.1662 | 0 | 0.2852 |
Buy And Hold Return (%) | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 |
Max Trade Drawdown | -1655135 | -84722 | -1762808 | -55674457 | -38752483 | -19658087 |
Profit Factor | 0.4365 | 1.6661 | 0.2243 | 1.0168 | 0.695 | 1.3854 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 149 | 73 | 76 | 143 | 68 | 75 |
Losing Trades | 47 | 25 | 22 | 53 | 30 | 23 |
Profitability (%) | 76.0204 | 74.4898 | 77.551 | 72.9592 | 69.3878 | 76.5306 |
Ratio Avg Win / Avg Loss | 0.1377 | 0.5706 | 0.0649 | 0.3769 | 0.3066 | 0.4249 |
Largest Winning Trade | 48778 | 48778 | 25657 | 53936034 | 10669054 | 53936034 |
Largest Losing Trade | -1565037 | -64161 | -1565037 | -33629906 | -33629906 | -15663262 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 12 | 12 | 13 | 13 | 12 | 14 |
Avg Bars in Losers | 81 | 84 | 78 | 71 | 71 | 72 |
Bars Traded | 5737 | 3006 | 2731 | 5737 | 3006 | 2731 |
Profit Streak | 401.8763 | 0 | 558.8763 | 401.8763 | 0 | 558.8763 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575515 | -191559 | -575525 | -356839 | -578279 | 456658 |
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{ "first_band": { "type": "ema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 60, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 60, "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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