Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2249516.0875 | 89911.2421 | -2339427.3296 | -8268724.3973 | -41274579.17 | 33005854.7727 |
Total P&L (%) | -2249.5161 | 89.9112 | -2339.4273 | -8268.7244 | -41274.5792 | 33005.8548 |
Avg Daily Profit (%) | -1.2068 | 0.0482 | -1.2551 | 0 | 0 | 0.3118 |
Buy And Hold Return (%) | 5315.3676 | 5315.3676 | 5315.3676 | 5315.3676 | 5315.3676 | 5315.3676 |
Max Trade Drawdown | -2355549 | -84861 | -2393940 | -54780413 | -41517653 | -40078116 |
Profit Factor | 0.2261 | 1.4974 | 0.1418 | 0.9283 | 0.2522 | 1.5484 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 71 | 34 | 37 | 46 | 19 | 27 |
Losing Trades | 28 | 16 | 12 | 53 | 31 | 22 |
Profitability (%) | 71.7172 | 68 | 75.5102 | 46.4646 | 38 | 55.102 |
Ratio Avg Win / Avg Loss | 0.0892 | 0.7047 | 0.046 | 1.0696 | 0.4114 | 1.2617 |
Largest Winning Trade | 53984 | 37438 | 53984 | 40640563 | 1902199 | 40640563 |
Largest Losing Trade | -1565391 | -64186 | -1565391 | -24148351 | -24148351 | -21638469 |
Avg Bars in Trades | 35 | 19 | 52 | 35 | 19 | 52 |
Avg Bars in Winners | 17 | 11 | 23 | 37 | 12 | 54 |
Avg Bars in Losers | 80 | 36 | 140 | 34 | 23 | 49 |
Bars Traded | 3533 | 964 | 2569 | 3533 | 964 | 2569 |
Profit Streak | 45.4815 | 84.4815 | 0 | 0 | 0 | 83.4815 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576864 | -471128 | -577374 | -580222 | -765222 | 409807 |
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{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 43, "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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