Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13339511.5648 | 13355818.8689 | -16307.304 | 4974205.8108 | 8961849.3258 | -3987643.515 |
Total P&L (%) | 13339.5116 | 13355.8189 | -16.3073 | 4974.2058 | 8961.8493 | -3987.6435 |
Avg Daily Profit (%) | 5.8738 | 5.881 | -0.0072 | 0.1731 | 0.1986 | 0 |
Buy And Hold Return (%) | 8134.5032 | 8134.5032 | 8134.5032 | 8134.5032 | 8134.5032 | 8134.5032 |
Max Trade Drawdown | -197671 | -142179 | -72431 | -16485977 | -8398349 | -9261450 |
Profit Factor | 15.3947 | 30.4059 | 0.9655 | 1.1047 | 1.4317 | 0.8509 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 129 | 50 | 79 | 129 | 50 | 79 |
Losing Trades | 245 | 137 | 108 | 245 | 137 | 108 |
Profitability (%) | 34.492 | 26.738 | 42.246 | 34.492 | 26.738 | 42.246 |
Ratio Avg Win / Avg Loss | 29.2379 | 83.3121 | 1.3199 | 2.0981 | 3.9229 | 1.1633 |
Largest Winning Trade | 13206301 | 13206301 | 35531 | 13804815 | 13804815 | 4695473 |
Largest Losing Trade | -40086 | -17297 | -40086 | -6997970 | -1674202 | -6997970 |
Avg Bars in Trades | 35 | 48 | 21 | 35 | 48 | 21 |
Avg Bars in Winners | 69 | 135 | 27 | 69 | 135 | 27 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 13149 | 9161 | 3988 | 13149 | 9161 | 3988 |
Profit Streak | 0 | 81.0553 | 0 | 0 | 81.0553 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399836 | -5977 | -581425 | -266295 | -145282 | -581425 |
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{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 3 } } }
# | 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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