Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746025.0047 | 603399.2906 | 142625.7141 | 2358650.7699 | 714058.08 | 1644592.69 |
Total P&L (%) | 746.025 | 603.3993 | 142.6257 | 2358.6508 | 714.0581 | 1644.5927 |
Avg Daily Profit (%) | 0.3985 | 0.3223 | 0.0762 | 0.1712 | 0.1121 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92795 | -53295 | -72634 | -1936295 | -1114097 | -1133248 |
Profit Factor | 3.1251 | 4.3192 | 1.8426 | 1.5154 | 1.2814 | 1.8065 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 34.375 | 45.4545 | 40 | 34.375 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.6877 | 8.2457 | 2.2112 | 2.2731 | 2.4463 | 2.1678 |
Largest Winning Trade | 458911 | 458911 | 60033 | 1215764 | 1215764 | 1164158 |
Largest Losing Trade | -34239 | -34239 | -27185 | -661715 | -661715 | -365545 |
Avg Bars in Trades | 339 | 278 | 397 | 339 | 278 | 397 |
Avg Bars in Winners | 633 | 562 | 686 | 633 | 562 | 686 |
Avg Bars in Losers | 142 | 130 | 157 | 142 | 130 | 157 |
Bars Traded | 22048 | 8919 | 13129 | 22048 | 8919 | 13129 |
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 | -124460 | 369715 | -89530 | -129863 | -48003 | 333680 |
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 4 } } }
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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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