Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933266.0613 | 1038973.0573 | -105706.996 | -91229.591 | 27038.4173 | -118268.0083 |
Total P&L (%) | 933.2661 | 1038.9731 | -105.707 | -91.2296 | 27.0384 | -118.268 |
Avg Daily Profit (%) | 0.4723 | 0.5258 | -0.0535 | -0.1231 | 0.0121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255828 | -174053 | -106278 | -369109 | -316672 | -124903 |
Profit Factor | 2.3526 | 3.3592 | 0.5765 | 0.874 | 1.0569 | 0.5254 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 |
Ratio Avg Win / Avg Loss | 4.1622 | 5.9432 | 1.02 | 1.5463 | 1.87 | 0.9296 |
Largest Winning Trade | 1250717 | 1250717 | 60283 | 285923 | 285923 | 106990 |
Largest Losing Trade | -59985 | -48141 | -59985 | -136948 | -136948 | -88489 |
Avg Bars in Trades | 155 | 253 | 56 | 155 | 253 | 56 |
Avg Bars in Winners | 292 | 508 | 76 | 292 | 508 | 76 |
Avg Bars in Losers | 77 | 109 | 45 | 77 | 109 | 45 |
Bars Traded | 11185 | 9134 | 2051 | 11185 | 9134 | 2051 |
Profit Streak | 0 | 0 | 516.8114 | 0 | 0 | 516.8114 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74333 | 426321 | -583930 | -667179 | -342223 | -585597 |
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{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "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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