Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1455246.5124 | -76079.2245 | -1379167.2879 | -211636.839 | 6381659.2524 | -6593296.0914 |
Total P&L (%) | -1455.2465 | -76.0792 | -1379.1673 | -211.6368 | 6381.6593 | -6593.2961 |
Avg Daily Profit (%) | -0.6125 | -0.032 | -0.5805 | 0 | 0.1757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1582676 | -193364 | -1496232 | -12557127 | -2423620 | -10850977 |
Profit Factor | 0.3043 | 0.7915 | 0.2014 | 0.9864 | 2.9087 | 0.4617 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 11 | 17 | 31 | 18 | 13 |
Losing Trades | 29 | 18 | 11 | 26 | 11 | 15 |
Profitability (%) | 49.1228 | 37.931 | 60.7143 | 54.386 | 62.069 | 46.4286 |
Ratio Avg Win / Avg Loss | 0.3152 | 1.2951 | 0.1303 | 0.8273 | 1.7776 | 0.5328 |
Largest Winning Trade | 95853 | 95853 | 63675 | 2712280 | 2712280 | 1843684 |
Largest Losing Trade | -1069179 | -52687 | -1069179 | -8661681 | -1838626 | -8661681 |
Avg Bars in Trades | 78 | 69 | 88 | 78 | 69 | 88 |
Avg Bars in Winners | 31 | 27 | 34 | 95 | 77 | 120 |
Avg Bars in Losers | 124 | 95 | 171 | 59 | 58 | 60 |
Bars Traded | 4492 | 2028 | 2464 | 4492 | 2028 | 2464 |
Profit Streak | 155.2666 | 155.2666 | 254.2666 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759236 | -582895 | -599473 | -759709 | 536168 | -603222 |
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{ "first_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } } }
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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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