Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80531.2403 | 8163.4444 | 72367.7959 | 100080.3923 | 10419.1661 | 89661.2262 |
Total P&L (%) | 80.5312 | 8.1634 | 72.3678 | 100.0804 | 10.4192 | 89.6612 |
Avg Daily Profit (%) | 0.3092 | 0.0313 | 0.2779 | 0.2667 | 0.0381 | 0.2461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45961 | -18987 | -29453 | -90379 | -35651 | -59123 |
Profit Factor | 1.7204 | 1.1756 | 2.1082 | 1.4919 | 1.1317 | 1.7211 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 73.1707 | 65.8537 | 80.4878 | 73.1707 | 65.8537 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.6308 | 0.6096 | 0.5111 | 0.547 | 0.5868 | 0.4172 |
Largest Winning Trade | 15247 | 5456 | 15247 | 19642 | 8743 | 19642 |
Largest Losing Trade | -17223 | -10552 | -17223 | -37643 | -15197 | -37643 |
Avg Bars in Trades | 299 | 90 | 509 | 299 | 90 | 509 |
Avg Bars in Winners | 207 | 54 | 332 | 207 | 54 | 332 |
Avg Bars in Losers | 552 | 158 | 1240 | 552 | 158 | 1240 |
Bars Traded | 24596 | 3703 | 20893 | 24596 | 3703 | 20893 |
Profit Streak | 9.74 | 29.5838 | 9.74 | 9.74 | 29.5838 | 9.74 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 132861 | -343629 | 459330 | 87612 | -369990 | 422657 |
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{ "first_band": { "type": "ema", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 3 } } }
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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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