Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1773538.5671 | 44054.8715 | -1817593.4386 | 281069.3662 | -2454355.1141 | 2735424.4803 |
Total P&L (%) | -1773.5386 | 44.0549 | -1817.5934 | 281.0694 | -2454.3551 | 2735.4245 |
Avg Daily Profit (%) | -0.8972 | 0.0223 | -0.9195 | 0.0677 | 0 | 0.1693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2135700 | -61537 | -2107493 | -11850469 | -2602475 | -9384483 |
Profit Factor | 0.2522 | 1.2878 | 0.1808 | 1.0201 | 0.3497 | 1.2674 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 24 | 31 | 51 | 22 | 29 |
Losing Trades | 31 | 19 | 12 | 35 | 21 | 14 |
Profitability (%) | 63.9535 | 55.814 | 72.093 | 59.3023 | 51.1628 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.1422 | 1.0195 | 0.07 | 0.7 | 0.3338 | 0.6119 |
Largest Winning Trade | 36703 | 36645 | 36703 | 11691463 | 409421 | 11691463 |
Largest Losing Trade | -2051622 | -60598 | -2051622 | -6002305 | -1082067 | -6002305 |
Avg Bars in Trades | 86 | 30 | 142 | 86 | 30 | 142 |
Avg Bars in Winners | 32 | 23 | 39 | 54 | 23 | 77 |
Avg Bars in Losers | 182 | 39 | 408 | 134 | 38 | 278 |
Bars Traded | 7454 | 1318 | 6136 | 7454 | 1318 | 6136 |
Profit Streak | 500.1107 | 500.1107 | 515.6107 | 500.1107 | 500.1107 | 515.6107 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577125 | -163553 | -576527 | -299883 | -579992 | 347085 |
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 242, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } } }
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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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