Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995646.2018 | 831384.2348 | 164261.967 | 9519238.1561 | 5131895.2503 | 4387342.9058 |
Total P&L (%) | 995.6462 | 831.3842 | 164.262 | 9519.2382 | 5131.8953 | 4387.3429 |
Avg Daily Profit (%) | 0.478 | 0.3991 | 0.0789 | 0.2195 | 0.1902 | 0.1828 |
Buy And Hold Return (%) | 98.8571 | 98.8571 | 98.8571 | 98.8571 | 98.8571 | 98.8571 |
Max Trade Drawdown | -123443 | -63369 | -101292 | -10710925 | -4950456 | -6340757 |
Profit Factor | 2.2681 | 3.3245 | 1.3843 | 1.2142 | 1.2544 | 1.1807 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 32.2751 | 29.4737 | 35.1064 | 32.2751 | 29.4737 | 35.1064 |
Ratio Avg Win / Avg Loss | 4.7594 | 7.9551 | 2.5588 | 2.5477 | 3.0016 | 2.1825 |
Largest Winning Trade | 378254 | 378254 | 64664 | 5356221 | 5356221 | 4458494 |
Largest Losing Trade | -19154 | -15491 | -19154 | -1497015 | -980027 | -1497015 |
Avg Bars in Trades | 130 | 86 | 175 | 130 | 86 | 175 |
Avg Bars in Winners | 298 | 204 | 377 | 298 | 204 | 377 |
Avg Bars in Losers | 51 | 37 | 66 | 51 | 37 | 66 |
Bars Traded | 24736 | 8244 | 16493 | 24736 | 8244 | 16493 |
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 | 317803 | 205118 | -101196 | 106955 | -1528 | -18831 |
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{ "first_band": { "type": "kcu", "factors": { "length": 155, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 22, "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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