Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237638.2729 | 1212527.2753 | 25110.9976 | 1095923.5749 | 1330677.6365 | -234754.0616 |
Total P&L (%) | 1237.6383 | 1212.5273 | 25.111 | 1095.9236 | 1330.6776 | -234.7541 |
Avg Daily Profit (%) | 0.4947 | 0.4847 | 0.01 | 0.0992 | 0.1064 | 0 |
Buy And Hold Return (%) | 456.4337 | 456.4337 | 456.4337 | 456.4337 | 456.4337 | 456.4337 |
Max Trade Drawdown | -149623 | -78660 | -104792 | -5033615 | -2581339 | -3387139 |
Profit Factor | 3.1879 | 5.6829 | 1.0819 | 1.0941 | 1.2264 | 0.9593 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.8445 | 11.8825 | 1.7476 | 2.0059 | 2.5642 | 1.5496 |
Largest Winning Trade | 878359 | 878359 | 54820 | 2087696 | 2087696 | 1354945 |
Largest Losing Trade | -55662 | -34189 | -55662 | -905526 | -685188 | -905526 |
Avg Bars in Trades | 215 | 199 | 232 | 215 | 199 | 232 |
Avg Bars in Winners | 449 | 422 | 473 | 449 | 422 | 473 |
Avg Bars in Losers | 87 | 92 | 82 | 87 | 92 | 82 |
Bars Traded | 14663 | 6770 | 7893 | 14663 | 6770 | 7893 |
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 | -106214 | 304933 | -479161 | -299651 | -59824 | -582592 |
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{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 2 } } }
# | 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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