Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563898.6039 | 1352326.3039 | 211572.3001 | 39716841.5912 | 32588635.7519 | 7128205.8393 |
Total P&L (%) | 1563.8986 | 1352.3263 | 211.5723 | 39716.8416 | 32588.6358 | 7128.2058 |
Avg Daily Profit (%) | 0.7507 | 0.6491 | 0.1016 | 0.2878 | 0.2783 | 0.2057 |
Buy And Hold Return (%) | 267.0628 | 267.0628 | 267.0628 | 267.0628 | 267.0628 | 267.0628 |
Max Trade Drawdown | -91122 | -60864 | -50759 | -57075237 | -34820414 | -32850414 |
Profit Factor | 5.5853 | 8.6192 | 2.2934 | 1.2786 | 1.4222 | 1.109 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 47.619 | 37.5 | 58.0645 | 47.619 | 37.5 | 58.0645 |
Ratio Avg Win / Avg Loss | 6.1439 | 14.3654 | 1.6564 | 1.4064 | 2.3704 | 0.801 |
Largest Winning Trade | 820300 | 820300 | 57465 | 26165323 | 26165323 | 17580309 |
Largest Losing Trade | -46783 | -20500 | -46783 | -11168157 | -9750845 | -11168157 |
Avg Bars in Trades | 392 | 347 | 437 | 392 | 347 | 437 |
Avg Bars in Winners | 668 | 704 | 645 | 668 | 704 | 645 |
Avg Bars in Losers | 140 | 133 | 150 | 140 | 133 | 150 |
Bars Traded | 24700 | 11123 | 13577 | 24700 | 11123 | 13577 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131719 | 511931 | -217805 | -143184 | 207193 | -93191 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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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