Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -469386.9879 | 68770.5308 | -538157.5187 | 12551935.4071 | 2848993.8156 | 9702941.5915 |
Total P&L (%) | -469.387 | 68.7705 | -538.1575 | 12551.9354 | 2848.9938 | 9702.9416 |
Avg Daily Profit (%) | -0.2567 | 0.0376 | -0.2944 | 0.2651 | 0.1853 | 0.2511 |
Buy And Hold Return (%) | 927.3849 | 927.3849 | 927.3849 | 927.3849 | 927.3849 | 927.3849 |
Max Trade Drawdown | -691391 | -63141 | -685338 | -3024474 | -890649 | -2923471 |
Profit Factor | 0.5133 | 1.6233 | 0.3699 | 2.9938 | 2.3324 | 3.3341 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 56 | 26 | 30 | 30 | 16 | 14 |
Losing Trades | 13 | 9 | 4 | 39 | 19 | 20 |
Profitability (%) | 81.1594 | 74.2857 | 88.2353 | 43.4783 | 45.7143 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.1192 | 0.5619 | 0.0493 | 3.892 | 2.7697 | 4.763 |
Largest Winning Trade | 40262 | 40262 | 24428 | 6332578 | 1264566 | 6332578 |
Largest Losing Trade | -534479 | -63141 | -534479 | -1303884 | -508642 | -1303884 |
Avg Bars in Trades | 86 | 36 | 138 | 86 | 36 | 138 |
Avg Bars in Winners | 48 | 17 | 74 | 90 | 49 | 136 |
Avg Bars in Losers | 251 | 91 | 613 | 83 | 24 | 139 |
Bars Traded | 5971 | 1268 | 4703 | 5971 | 1268 | 4703 |
Profit Streak | 188.8428 | 188.8428 | 233.3428 | 188.8428 | 188.8428 | 233.3428 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681391 | -304023 | -574726 | -93116 | 309723 | 460071 |
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{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "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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