Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140585.4401 | 25883.1541 | 114702.286 | 173907.3605 | 51284.869 | 122622.4915 |
Total P&L (%) | 140.5854 | 25.8832 | 114.7023 | 173.9074 | 51.2849 | 122.6225 |
Avg Daily Profit (%) | 0.2699 | 0.0497 | 0.2202 | 0.1937 | 0.0795 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72540 | -22088 | -58981 | -108752 | -37510 | -81980 |
Profit Factor | 1.8216 | 1.4279 | 2.0369 | 1.5803 | 1.5531 | 1.5925 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 72.8814 | 70 | 75.8621 | 72.8814 | 70 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.6778 | 0.612 | 0.6481 | 0.588 | 0.6656 | 0.5067 |
Largest Winning Trade | 20821 | 7642 | 20821 | 48172 | 23614 | 48172 |
Largest Losing Trade | -47278 | -16864 | -47278 | -62040 | -28490 | -62040 |
Avg Bars in Trades | 407 | 104 | 720 | 407 | 104 | 720 |
Avg Bars in Winners | 255 | 60 | 441 | 255 | 60 | 441 |
Avg Bars in Losers | 815 | 207 | 1596 | 815 | 207 | 1596 |
Bars Traded | 24022 | 3135 | 20887 | 24022 | 3135 | 20887 |
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 | -168205 | -128846 | 418183 | -169405 | -86088 | 365737 |
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{ "first_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 205, "scalar": 3 } } }
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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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