Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6851174.2098 | 73439.8183 | -6924614.0281 | -4040781.7841 | 9800632.6466 | -13841414.4307 |
Total P&L (%) | -6851.1742 | 73.4398 | -6924.614 | -4040.7818 | 9800.6326 | -13841.4144 |
Avg Daily Profit (%) | -3.4884 | 0.0374 | -3.5258 | 0 | 0.2342 | 0 |
Buy And Hold Return (%) | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 |
Max Trade Drawdown | -7095178 | -86423 | -7059109 | -28041886 | -7029954 | -24936237 |
Profit Factor | 0.0766 | 1.3886 | 0.0423 | 0.9194 | 1.6747 | 0.6115 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 24 | 21 | 41 | 20 | 21 |
Losing Trades | 33 | 15 | 18 | 37 | 19 | 18 |
Profitability (%) | 57.6923 | 61.5385 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.0562 | 0.8679 | 0.0363 | 0.8297 | 1.5909 | 0.5242 |
Largest Winning Trade | 49053 | 49053 | 48268 | 14342994 | 14342994 | 7926093 |
Largest Losing Trade | -6954574 | -52115 | -6954574 | -18804458 | -3359071 | -18804458 |
Avg Bars in Trades | 72 | 40 | 103 | 72 | 40 | 103 |
Avg Bars in Winners | 34 | 28 | 41 | 77 | 53 | 101 |
Avg Bars in Losers | 124 | 61 | 176 | 66 | 27 | 106 |
Bars Traded | 5642 | 1593 | 4049 | 5642 | 1593 | 4049 |
Profit Streak | 415.8763 | 417.5429 | 415.8763 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617318 | -307666 | -579673 | -619223 | 405253 | -580258 |
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{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 68, "offset": 96 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 68, "offset": 96 } } }
# | 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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