Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591749.1422 | 43586.6763 | -1635335.8185 | 4968952.1642 | -5379315.8219 | 10348267.9861 |
Total P&L (%) | -1591.7491 | 43.5867 | -1635.3358 | 4968.9522 | -5379.3158 | 10348.268 |
Avg Daily Profit (%) | -0.8592 | 0.0235 | -0.8828 | 0.2121 | 0 | 0.2513 |
Buy And Hold Return (%) | 122.3539 | 122.3539 | 122.3539 | 122.3539 | 122.3539 | 122.3539 |
Max Trade Drawdown | -1660153 | -67958 | -1690697 | -11843578 | -9640342 | -3127593 |
Profit Factor | 0.2543 | 1.1928 | 0.1431 | 1.2407 | 0.583 | 2.337 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 17 | 16 | 29 | 13 | 16 |
Losing Trades | 24 | 11 | 13 | 28 | 15 | 13 |
Profitability (%) | 57.8947 | 60.7143 | 55.1724 | 50.8772 | 46.4286 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1849 | 0.7718 | 0.1163 | 1.198 | 0.6727 | 1.8988 |
Largest Winning Trade | 40951 | 40951 | 34688 | 7927355 | 1536123 | 7927355 |
Largest Losing Trade | -1504435 | -67958 | -1504435 | -9613773 | -9613773 | -3043845 |
Avg Bars in Trades | 188 | 149 | 224 | 188 | 149 | 224 |
Avg Bars in Winners | 142 | 122 | 162 | 218 | 199 | 234 |
Avg Bars in Losers | 251 | 191 | 301 | 156 | 107 | 213 |
Bars Traded | 10717 | 4196 | 6521 | 10717 | 4196 | 6521 |
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 | -759254 | -356979 | -580162 | -171522 | -603222 | 487510 |
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{ "first_band": { "type": "kcu", "factors": { "length": 212, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 13, "offset": 245 } } }
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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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