Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13015293.9365 | 12972740.3037 | 42553.6328 | 19177083.8776 | 19890100.9017 | -713017.0241 |
Total P&L (%) | 13015.2939 | 12972.7403 | 42.5536 | 19177.0839 | 19890.1009 | -713.017 |
Avg Daily Profit (%) | 5.7632 | 5.7444 | 0.0188 | 0.2333 | 0.2349 | 0 |
Buy And Hold Return (%) | 8097.6368 | 8097.6368 | 8097.6368 | 8097.6368 | 8097.6368 | 8097.6368 |
Max Trade Drawdown | -129205 | -111564 | -76231 | -20228360 | -14549344 | -11434105 |
Profit Factor | 20.0452 | 37.2382 | 1.1308 | 1.2573 | 1.5296 | 0.9807 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Profitability (%) | 31.0469 | 27.5362 | 34.5324 | 31.0469 | 27.5362 | 34.5324 |
Ratio Avg Win / Avg Loss | 44.519 | 97.9952 | 2.1438 | 2.7924 | 4.0254 | 1.8593 |
Largest Winning Trade | 12767909 | 12767909 | 43997 | 20113177 | 20113177 | 6988448 |
Largest Losing Trade | -33125 | -14558 | -33125 | -8135609 | -2391035 | -8135609 |
Avg Bars in Trades | 47 | 56 | 38 | 47 | 56 | 38 |
Avg Bars in Winners | 110 | 151 | 77 | 110 | 151 | 77 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 13137 | 7744 | 5393 | 13137 | 7744 | 5393 |
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 | 325562 | -3894 | -415228 | -1099 | -11737 | -584201 |
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{ "first_band": { "type": "ema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 2 } } }
# | 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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