Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1561543.8561 | 1451941.92 | 109601.9361 | 12053986.9202 | 10953506.2472 | 1100480.673 |
Total P&L (%) | 1561.5439 | 1451.9419 | 109.6019 | 12053.9869 | 10953.5062 | 1100.4807 |
Avg Daily Profit (%) | 0.8562 | 0.7961 | 0.0601 | 0.2636 | 0.2583 | 0.1364 |
Buy And Hold Return (%) | 756.2467 | 756.2467 | 756.2467 | 756.2467 | 756.2467 | 756.2467 |
Max Trade Drawdown | -77025 | -70047 | -60758 | -17306720 | -14507342 | -10878850 |
Profit Factor | 3.2551 | 5.3445 | 1.3059 | 1.2201 | 1.4033 | 1.0399 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 36.0759 | 35.443 | 36.7089 | 36.0759 | 35.443 | 36.7089 |
Ratio Avg Win / Avg Loss | 5.7678 | 9.7347 | 2.2516 | 2.1619 | 2.556 | 1.7929 |
Largest Winning Trade | 864658 | 864658 | 77452 | 12055626 | 12055626 | 5294923 |
Largest Losing Trade | -33413 | -14890 | -33413 | -5595167 | -2888666 | -5595167 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 7155 | 3316 | 3839 | 7155 | 3316 | 3839 |
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 | 302169 | -18861 | -309350 | 169217 | -22256 | -242425 |
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 11, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 11, "offset": 0, "scalar": 4 } } }
# | 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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