Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2900623.3882 | -53709.0625 | -2846914.3258 | -2684934.663 | -44644442.8102 | 41959508.1472 |
Total P&L (%) | -2900.6234 | -53.7091 | -2846.9143 | -2684.9347 | -44644.4428 | 41959.5081 |
Avg Daily Profit (%) | -1.5522 | -0.0287 | -1.5235 | 0 | 0 | 0.3238 |
Buy And Hold Return (%) | 5929.4801 | 5929.4801 | 5929.4801 | 5929.4801 | 5929.4801 | 5929.4801 |
Max Trade Drawdown | -3027529 | -137610 | -2918793 | -58535844 | -47888357 | -40223172 |
Profit Factor | 0.2021 | 0.842 | 0.1361 | 0.981 | 0.408 | 1.6348 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 158 | 72 | 86 | 133 | 61 | 72 |
Losing Trades | 85 | 50 | 35 | 110 | 61 | 49 |
Profitability (%) | 65.0206 | 59.0164 | 71.0744 | 54.7325 | 50 | 59.5041 |
Ratio Avg Win / Avg Loss | 0.1087 | 0.5847 | 0.0554 | 0.8114 | 0.408 | 1.1126 |
Largest Winning Trade | 45686 | 23125 | 45686 | 38602653 | 2665815 | 38602653 |
Largest Losing Trade | -1893267 | -47076 | -1893267 | -26729041 | -21313014 | -26729041 |
Avg Bars in Trades | 44 | 21 | 67 | 44 | 21 | 67 |
Avg Bars in Winners | 19 | 12 | 25 | 40 | 16 | 61 |
Avg Bars in Losers | 90 | 34 | 169 | 48 | 26 | 75 |
Bars Traded | 10766 | 2607 | 8158 | 10766 | 2607 | 8158 |
Profit Streak | 52.5166 | 95.0166 | 52.5166 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576149 | -578203 | -577715 | -578893 | -580730 | 434871 |
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{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 93, "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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