Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82178.8159 | 22257.4937 | 59921.3222 | 47191.5425 | 3678.2795 | 43513.263 |
Total P&L (%) | 82.1788 | 22.2575 | 59.9213 | 47.1915 | 3.6783 | 43.5133 |
Avg Daily Profit (%) | 0.1578 | 0.0427 | 0.1151 | 0.0742 | 0.0069 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78087 | -56892 | -61022 | -82222 | -60818 | -53468 |
Profit Factor | 1.2904 | 1.1541 | 1.4325 | 1.1925 | 1.0283 | 1.3779 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 73.6842 | 70.2128 | 77.0833 | 73.6842 | 70.2128 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.4609 | 0.4896 | 0.4259 | 0.4259 | 0.4363 | 0.4096 |
Largest Winning Trade | 13140 | 13140 | 12869 | 10971 | 10906 | 10971 |
Largest Losing Trade | -39120 | -21944 | -39120 | -37277 | -23522 | -37277 |
Avg Bars in Trades | 254 | 277 | 232 | 254 | 277 | 232 |
Avg Bars in Winners | 138 | 136 | 140 | 138 | 136 | 140 |
Avg Bars in Losers | 580 | 611 | 542 | 580 | 611 | 542 |
Bars Traded | 24198 | 13045 | 11153 | 24198 | 13045 | 11153 |
Profit Streak | 24.485 | 24.485 | 45.7558 | 24.485 | 24.485 | 45.7558 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367078 | -190682 | -36275 | -101207 | -537234 | -98732 |
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{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 236, "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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