Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3079230.005 | 56614.8882 | -3135844.8931 | 9541.884 | 106715486.3093 | -106705944.4253 |
Total P&L (%) | -3079.23 | 56.6149 | -3135.8449 | 9.5419 | 106715.4863 | -106705.9444 |
Avg Daily Profit (%) | -1.507 | 0.0277 | -1.5347 | 0.0045 | 0.3419 | 0 |
Buy And Hold Return (%) | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 |
Max Trade Drawdown | -3201637 | -117618 | -3248185 | -189643747 | -26203167 | -208574826 |
Profit Factor | 0.25 | 1.1652 | 0.1667 | 1 | 2.719 | 0.6397 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 114 | 52 | 62 | 100 | 48 | 52 |
Losing Trades | 68 | 39 | 29 | 82 | 43 | 39 |
Profitability (%) | 62.6374 | 57.1429 | 68.1319 | 54.9451 | 52.7473 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1491 | 0.8739 | 0.078 | 0.82 | 2.4358 | 0.4798 |
Largest Winning Trade | 38688 | 38688 | 33576 | 111817904 | 111817904 | 104380408 |
Largest Losing Trade | -1963721 | -62629 | -1963721 | -95025829 | -11351115 | -95025829 |
Avg Bars in Trades | 43 | 24 | 62 | 43 | 24 | 62 |
Avg Bars in Winners | 27 | 16 | 35 | 38 | 21 | 53 |
Avg Bars in Losers | 71 | 34 | 120 | 50 | 27 | 75 |
Bars Traded | 7940 | 2219 | 5721 | 7940 | 2219 | 5721 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578186 | -361192 | -578460 | -573207 | 531400 | -580163 |
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{ "first_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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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