Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1383057.6558 | 19895.0254 | -1402952.6812 | 3263054.0626 | 129964.0296 | 3133090.033 |
Total P&L (%) | -1383.0577 | 19.895 | -1402.9527 | 3263.0541 | 129.964 | 3133.09 |
Avg Daily Profit (%) | -0.7506 | 0.0108 | -0.7614 | 0.191 | 0.0452 | 0.1888 |
Buy And Hold Return (%) | 591.0697 | 591.0697 | 591.0697 | 591.0697 | 591.0697 | 591.0697 |
Max Trade Drawdown | -1460648 | -29327 | -1448026 | -3325701 | -765978 | -3016022 |
Profit Factor | 0.2097 | 1.4654 | 0.1782 | 1.3177 | 1.1008 | 1.3489 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 17 | 19 | 38 | 20 | 18 |
Losing Trades | 30 | 16 | 14 | 28 | 13 | 15 |
Profitability (%) | 54.5455 | 51.5152 | 57.5758 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.1747 | 1.3792 | 0.1313 | 0.971 | 0.7155 | 1.1241 |
Largest Winning Trade | 71010 | 10885 | 71010 | 5915188 | 260137 | 5915188 |
Largest Losing Trade | -1226119 | -12514 | -1226119 | -1461945 | -485271 | -1461945 |
Avg Bars in Trades | 332 | 7 | 656 | 332 | 7 | 656 |
Avg Bars in Winners | 191 | 6 | 357 | 192 | 8 | 397 |
Avg Bars in Losers | 500 | 8 | 1063 | 521 | 6 | 968 |
Bars Traded | 21925 | 247 | 21678 | 21925 | 247 | 21678 |
Profit Streak | 0 | 0 | 13.0663 | 0 | 0 | 13.0663 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708688 | -342642 | -579212 | -122017 | -408035 | 301117 |
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{ "first_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 72, "offset": 0, "poles": 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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