Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1307247.3914 | 15163.9845 | -1322411.3759 | 6352865.8737 | -17659291.3398 | 24012157.2135 |
Total P&L (%) | -1307.2474 | 15.164 | -1322.4114 | 6352.8659 | -17659.2913 | 24012.1572 |
Avg Daily Profit (%) | -0.6981 | 0.0081 | -0.7062 | 0.2228 | 0 | 0.2934 |
Buy And Hold Return (%) | 605.332 | 605.332 | 605.332 | 605.332 | 605.332 | 605.332 |
Max Trade Drawdown | -1385673 | -115941 | -1406713 | -18485091 | -20829932 | -1702356 |
Profit Factor | 0.2147 | 1.0898 | 0.1159 | 1.2271 | 0.2788 | 7.8891 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 45 | 21 | 24 | 41 | 18 | 23 |
Losing Trades | 12 | 7 | 5 | 16 | 10 | 6 |
Profitability (%) | 78.9474 | 75 | 82.7586 | 71.9298 | 64.2857 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.0573 | 0.3633 | 0.0241 | 0.4789 | 0.1549 | 2.058 |
Largest Winning Trade | 48388 | 48388 | 29261 | 19886943 | 1406470 | 19886943 |
Largest Losing Trade | -825977 | -70427 | -825977 | -16076935 | -16076935 | -1147467 |
Avg Bars in Trades | 61 | 75 | 48 | 61 | 75 | 48 |
Avg Bars in Winners | 16 | 16 | 16 | 27 | 14 | 36 |
Avg Bars in Losers | 232 | 254 | 201 | 150 | 186 | 92 |
Bars Traded | 3528 | 2127 | 1401 | 3528 | 2127 | 1401 |
Profit Streak | 21.0018 | 21.0018 | 237.5018 | 21.0018 | 21.0018 | 237.5018 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754967 | -488008 | -575203 | -168894 | -598926 | 812916 |
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } } }
# | 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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