Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8776718.4829 | 35702.1635 | -8812420.6464 | -4191437.7969 | 27732280.95 | -31923718.7468 |
Total P&L (%) | -8776.7185 | 35.7022 | -8812.4206 | -4191.4378 | 27732.281 | -31923.7187 |
Avg Daily Profit (%) | -4.4699 | 0.0182 | -4.4881 | 0 | 0.2871 | 0 |
Buy And Hold Return (%) | 1938.6889 | 1938.6889 | 1938.6889 | 1938.6889 | 1938.6889 | 1938.6889 |
Max Trade Drawdown | -9040242 | -94314 | -8969551 | -47797266 | -10901469 | -50940200 |
Profit Factor | 0.0547 | 1.1987 | 0.0322 | 0.9537 | 2.5245 | 0.5582 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 46 | 23 | 23 | 32 | 17 | 15 |
Losing Trades | 22 | 11 | 11 | 36 | 17 | 19 |
Profitability (%) | 67.6471 | 67.6471 | 67.6471 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.0262 | 0.5733 | 0.0154 | 1.0729 | 2.5245 | 0.7071 |
Largest Winning Trade | 36395 | 28392 | 36395 | 27454688 | 27454688 | 16228237 |
Largest Losing Trade | -8863269 | -58428 | -8863269 | -47647657 | -6392682 | -47647657 |
Avg Bars in Trades | 111 | 78 | 144 | 111 | 78 | 144 |
Avg Bars in Winners | 61 | 48 | 74 | 130 | 104 | 160 |
Avg Bars in Losers | 216 | 140 | 292 | 94 | 51 | 132 |
Bars Traded | 7580 | 2655 | 4925 | 7580 | 2655 | 4925 |
Profit Streak | 437.7133 | 437.7133 | 546.9633 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690651 | -335084 | -577172 | -694032 | 488780 | -583082 |
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{ "first_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 154, "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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