Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2514528.0573 | 2392090.3175 | 122437.7398 | 840772.7867 | 123913.9259 | 716858.8607 |
Total P&L (%) | 2514.5281 | 2392.0903 | 122.4377 | 840.7728 | 123.9139 | 716.8589 |
Avg Daily Profit (%) | 1.0899 | 1.0368 | 0.0531 | 0.0972 | 0.0349 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168142 | -131211 | -71267 | -4860164 | -2901313 | -2247630 |
Profit Factor | 2.9349 | 4.3151 | 1.2118 | 1.0427 | 1.0125 | 1.0734 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 178 | 76 | 102 | 178 | 76 | 102 |
Losing Trades | 292 | 159 | 133 | 292 | 159 | 133 |
Profitability (%) | 37.8723 | 32.3404 | 43.4043 | 37.8723 | 32.3404 | 43.4043 |
Ratio Avg Win / Avg Loss | 4.8145 | 9.0277 | 1.5801 | 1.7105 | 2.1182 | 1.3996 |
Largest Winning Trade | 2177968 | 2177968 | 60827 | 2333645 | 2333645 | 1386285 |
Largest Losing Trade | -28284 | -19106 | -28284 | -1140973 | -592034 | -1140973 |
Avg Bars in Trades | 29 | 40 | 17 | 29 | 40 | 17 |
Avg Bars in Winners | 47 | 77 | 25 | 47 | 77 | 25 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 13652 | 9493 | 4159 | 13652 | 9493 | 4159 |
Profit Streak | 2.2881 | 3.1215 | 0 | 2.2881 | 3.1215 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548217 | 500273 | -123005 | -239030 | -358655 | -212402 |
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{ "first_band": { "type": "ema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 4 } } }
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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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