Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655722.892 | 629258.4817 | 26464.4103 | 1048393.042 | 3219376.7331 | -2170983.691 |
Total P&L (%) | 655.7229 | 629.2585 | 26.4644 | 1048.393 | 3219.3767 | -2170.9837 |
Avg Daily Profit (%) | 0.3604 | 0.3459 | 0.0145 | 0.1343 | 0.1927 | 0 |
Buy And Hold Return (%) | 545.5291 | 545.5291 | 545.5291 | 545.5291 | 545.5291 | 545.5291 |
Max Trade Drawdown | -106834 | -46897 | -108341 | -2534824 | -785307 | -2452382 |
Profit Factor | 2.4802 | 5.8547 | 1.0845 | 1.1543 | 2.9983 | 0.5812 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 39.4737 | 36.8421 | 42.1053 | 39.4737 | 36.8421 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.803 | 10.0367 | 1.4911 | 1.7699 | 5.14 | 0.7991 |
Largest Winning Trade | 264483 | 264483 | 73133 | 2533461 | 2533461 | 1050243 |
Largest Losing Trade | -59847 | -14756 | -59847 | -1270703 | -404282 | -1270703 |
Avg Bars in Trades | 269 | 84 | 454 | 269 | 84 | 454 |
Avg Bars in Winners | 553 | 176 | 882 | 553 | 176 | 882 |
Avg Bars in Losers | 84 | 30 | 142 | 84 | 30 | 142 |
Bars Traded | 20466 | 3211 | 17255 | 20466 | 3211 | 17255 |
Profit Streak | 0 | 123.312 | 0 | 0 | 123.312 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146670 | -104466 | -469878 | -128352 | 317676 | -583835 |
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 3 } } }
# | 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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