Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193817.3426 | 108967.1546 | 84850.188 | 68532.5255 | -89370.5825 | 157903.108 |
Total P&L (%) | 193.8173 | 108.9672 | 84.8502 | 68.5325 | -89.3706 | 157.9031 |
Avg Daily Profit (%) | 0.1861 | 0.1046 | 0.0815 | 0.0501 | -0.215 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91124 | -70358 | -51905 | -426612 | -397181 | -153194 |
Profit Factor | 1.3346 | 1.3241 | 1.349 | 1.0484 | 0.8991 | 1.2983 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 72.5275 | 69.2308 | 75.8242 | 72.5275 | 69.2308 | 75.8242 |
Ratio Avg Win / Avg Loss | 0.5055 | 0.5885 | 0.4301 | 0.3971 | 0.3996 | 0.4139 |
Largest Winning Trade | 42425 | 42425 | 22844 | 75214 | 75214 | 63118 |
Largest Losing Trade | -50145 | -50145 | -46996 | -275954 | -275954 | -142550 |
Avg Bars in Trades | 134 | 186 | 81 | 134 | 186 | 81 |
Avg Bars in Winners | 62 | 82 | 44 | 62 | 82 | 44 |
Avg Bars in Losers | 323 | 422 | 198 | 323 | 422 | 198 |
Bars Traded | 24435 | 17005 | 7430 | 24435 | 17005 | 7430 |
Profit Streak | 21.6942 | 21.6942 | 68.9026 | 21.6942 | 21.6942 | 68.9026 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412947 | -51754 | -80683 | -289645 | -577768 | -68277 |
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{ "first_band": { "type": "ema", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 1 } } }
# | 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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