Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2414095.9222 | 3816.8201 | -2417912.7423 | -2744490.1654 | -24948922.0335 | 22204431.8682 |
Total P&L (%) | -2414.0959 | 3.8168 | -2417.9127 | -2744.4902 | -24948.922 | 22204.4319 |
Avg Daily Profit (%) | -1.2912 | 0.002 | -1.2932 | 0 | 0 | 0.2896 |
Buy And Hold Return (%) | 6623.001 | 6623.001 | 6623.001 | 6623.001 | 6623.001 | 6623.001 |
Max Trade Drawdown | -2501057 | -135170 | -2457448 | -40413989 | -29248705 | -15994739 |
Profit Factor | 0.1612 | 1.0173 | 0.09 | 0.9536 | 0.2716 | 1.89 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 50 | 24 | 26 | 37 | 16 | 21 |
Losing Trades | 22 | 12 | 10 | 35 | 20 | 15 |
Profitability (%) | 69.4444 | 66.6667 | 72.2222 | 51.3889 | 44.4444 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0709 | 0.5086 | 0.0346 | 0.9021 | 0.3395 | 1.35 |
Largest Winning Trade | 32736 | 32736 | 19165 | 23728136 | 2624587 | 23728136 |
Largest Losing Trade | -1636583 | -62665 | -1636583 | -13649813 | -13649813 | -13640044 |
Avg Bars in Trades | 72 | 70 | 73 | 72 | 70 | 73 |
Avg Bars in Winners | 31 | 37 | 25 | 59 | 55 | 63 |
Avg Bars in Losers | 165 | 135 | 200 | 85 | 82 | 89 |
Bars Traded | 5196 | 2535 | 2661 | 5196 | 2535 | 2661 |
Profit Streak | 51.818 | 82.4847 | 0 | 0 | 0 | 81.1514 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661193 | -555933 | -577899 | -664375 | -582940 | 364286 |
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{ "first_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 102, "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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