Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -667393.0142 | 72050.2974 | -739443.3116 | 43612161.4646 | 1822010.934 | 41790150.5306 |
Total P&L (%) | -667.393 | 72.0503 | -739.4433 | 43612.1615 | 1822.0109 | 41790.1505 |
Avg Daily Profit (%) | -0.4149 | 0.0448 | -0.4596 | 0.3787 | 0.1839 | 0.376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -908371 | -25901 | -924135 | -10107321 | -4727900 | -9522839 |
Profit Factor | 0.5045 | 1.6234 | 0.3994 | 2.149 | 1.1016 | 3.0867 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 77 | 36 | 41 | 49 | 25 | 24 |
Losing Trades | 32 | 19 | 13 | 60 | 30 | 30 |
Profitability (%) | 70.6422 | 65.4545 | 75.9259 | 44.9541 | 45.4545 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2097 | 0.8568 | 0.1267 | 2.6315 | 1.322 | 3.8584 |
Largest Winning Trade | 70525 | 24677 | 70525 | 16393701 | 5100612 | 16393701 |
Largest Losing Trade | -665947 | -14057 | -665947 | -9522839 | -4727900 | -9522839 |
Avg Bars in Trades | 171 | 29 | 315 | 171 | 29 | 315 |
Avg Bars in Winners | 134 | 20 | 234 | 215 | 30 | 407 |
Avg Bars in Losers | 260 | 47 | 571 | 135 | 28 | 242 |
Bars Traded | 18693 | 1637 | 17056 | 18693 | 1637 | 17056 |
Profit Streak | 0 | 0 | 66.7769 | 0 | 0 | 66.7769 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577534 | -310568 | -756913 | 431283 | -282383 | -166217 |
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{ "first_band": { "type": "kcu", "factors": { "length": 48, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 48, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
# | 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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