Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1846501.414 | 55242.4125 | -1901743.8265 | 1075582.6763 | -15353039.0774 | 16428621.7537 |
Total P&L (%) | -1846.5014 | 55.2424 | -1901.7438 | 1075.5827 | -15353.0391 | 16428.6218 |
Avg Daily Profit (%) | -0.9402 | 0.0281 | -0.9683 | 0.1256 | 0 | 0.2604 |
Buy And Hold Return (%) | 4764.1026 | 4764.1026 | 4764.1026 | 4764.1026 | 4764.1026 | 4764.1026 |
Max Trade Drawdown | -2115159 | -116346 | -2036377 | -21996666 | -15802635 | -11746670 |
Profit Factor | 0.2309 | 1.2376 | 0.123 | 1.0237 | 0.2306 | 1.647 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 51 | 26 | 25 | 49 | 24 | 25 |
Losing Trades | 23 | 11 | 12 | 25 | 13 | 12 |
Profitability (%) | 68.9189 | 70.2703 | 67.5676 | 66.2162 | 64.8649 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.1041 | 0.5236 | 0.059 | 0.5223 | 0.1249 | 0.7906 |
Largest Winning Trade | 46006 | 36283 | 46006 | 35840173 | 2159996 | 35840173 |
Largest Losing Trade | -1645158 | -60142 | -1645158 | -10870006 | -8759925 | -10870006 |
Avg Bars in Trades | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Winners | 39 | 39 | 39 | 43 | 42 | 44 |
Avg Bars in Losers | 159 | 179 | 140 | 141 | 152 | 129 |
Bars Traded | 5682 | 3007 | 2675 | 5682 | 3007 | 2675 |
Profit Streak | 403.0143 | 0 | 558.0143 | 403.0143 | 0 | 558.0143 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646239 | -320411 | -577160 | -452675 | -578845 | 352794 |
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{ "first_band": { "type": "kcb", "factors": { "length": 35, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 35, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 56, "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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