Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1568379.7702 | -41153.1324 | -1527226.6378 | -25004.5926 | -5738231.9096 | 5713227.3169 |
Total P&L (%) | -1568.3798 | -41.1531 | -1527.2266 | -25.0046 | -5738.2319 | 5713.2273 |
Avg Daily Profit (%) | -0.8351 | -0.0219 | -0.8132 | -0.0153 | 0 | 0.2166 |
Buy And Hold Return (%) | 479.3939 | 479.3939 | 479.3939 | 479.3939 | 479.3939 | 479.3939 |
Max Trade Drawdown | -1781115 | -190529 | -1661684 | -5754624 | -6312076 | -2303906 |
Profit Factor | 0.2515 | 0.8508 | 0.1607 | 0.9978 | 0.1696 | 2.2989 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 19 | 24 | 41 | 17 | 24 |
Losing Trades | 18 | 11 | 7 | 20 | 13 | 7 |
Profitability (%) | 70.4918 | 63.3333 | 77.4194 | 67.2131 | 56.6667 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.1053 | 0.4925 | 0.0469 | 0.4867 | 0.1297 | 0.6705 |
Largest Winning Trade | 36282 | 36282 | 26431 | 6037182 | 529410 | 6037182 |
Largest Losing Trade | -1083315 | -57288 | -1083315 | -3298064 | -3298064 | -2078491 |
Avg Bars in Trades | 57 | 70 | 45 | 57 | 70 | 45 |
Avg Bars in Winners | 21 | 24 | 19 | 30 | 31 | 30 |
Avg Bars in Losers | 144 | 151 | 134 | 113 | 122 | 96 |
Bars Traded | 3530 | 2125 | 1405 | 3530 | 2125 | 1405 |
Profit Streak | 163.4424 | 163.4424 | 283.4424 | 163.4424 | 163.4424 | 283.4424 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742542 | -577685 | -575806 | -742967 | -578550 | 531015 |
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{ "first_band": { "type": "kcb", "factors": { "length": 15, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 82, "offset": 0 } } }
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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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