Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2231803.4294 | 16845.9674 | -2248649.3968 | -2959931.0864 | -23474906.207 | 20514975.1206 |
Total P&L (%) | -2231.8034 | 16.846 | -2248.6494 | -2959.9311 | -23474.9062 | 20514.9751 |
Avg Daily Profit (%) | -1.1999 | 0.0091 | -1.209 | 0 | 0 | 0.2869 |
Buy And Hold Return (%) | 7415.955 | 7415.955 | 7415.955 | 7415.955 | 7415.955 | 7415.955 |
Max Trade Drawdown | -2319776 | -136343 | -2289217 | -36305552 | -27214298 | -14862632 |
Profit Factor | 0.1685 | 1.0802 | 0.0911 | 0.9461 | 0.2682 | 1.8999 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 23 | 26 | 34 | 13 | 21 |
Losing Trades | 23 | 13 | 10 | 38 | 23 | 15 |
Profitability (%) | 68.0556 | 63.8889 | 72.2222 | 47.2222 | 36.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0791 | 0.6106 | 0.035 | 1.0574 | 0.4746 | 1.357 |
Largest Winning Trade | 35089 | 35089 | 18441 | 23365892 | 3958535 | 23365892 |
Largest Losing Trade | -1527363 | -59416 | -1527363 | -12382445 | -11705669 | -12382445 |
Avg Bars in Trades | 96 | 93 | 98 | 96 | 93 | 98 |
Avg Bars in Winners | 38 | 43 | 33 | 77 | 65 | 84 |
Avg Bars in Losers | 219 | 181 | 268 | 113 | 109 | 119 |
Bars Traded | 6929 | 3370 | 3559 | 6929 | 3370 | 3559 |
Profit Streak | 42.5484 | 73.0484 | 0 | 0 | 0 | 71.2984 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661385 | -477710 | -577899 | -663969 | -586181 | 345373 |
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{ "first_band": { "type": "ema", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "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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