Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404348.6403 | 327728.3256 | 76620.3147 | -23843686.5571 | -23793904.1527 | -49782.4044 |
Total P&L (%) | 404.3486 | 327.7283 | 76.6203 | -23843.6866 | -23793.9042 | -49.7824 |
Avg Daily Profit (%) | 0.2119 | 0.1718 | 0.0402 | 0 | 0 | -0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -391978 | -42525 | -391978 | -55152655 | -41661825 | -36666358 |
Profit Factor | 1.4564 | 3.8982 | 1.0991 | 0.8644 | 0.5695 | 0.9996 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 108 | 53 | 55 | 55 | 28 | 27 |
Losing Trades | 49 | 26 | 23 | 102 | 51 | 51 |
Profitability (%) | 68.7898 | 67.0886 | 70.5128 | 35.0318 | 35.443 | 34.6154 |
Ratio Avg Win / Avg Loss | 0.6608 | 1.9123 | 0.4596 | 1.6031 | 1.0373 | 1.8881 |
Largest Winning Trade | 66548 | 66548 | 48434 | 50959450 | 10674128 | 50959450 |
Largest Losing Trade | -391978 | -20054 | -391978 | -11605598 | -8002145 | -11605598 |
Avg Bars in Trades | 137 | 38 | 237 | 137 | 38 | 237 |
Avg Bars in Winners | 111 | 38 | 181 | 154 | 37 | 276 |
Avg Bars in Losers | 193 | 37 | 370 | 127 | 38 | 216 |
Bars Traded | 21514 | 3022 | 18492 | 21514 | 3022 | 18492 |
Profit Streak | 0 | 0 | 64.0374 | 57.0374 | 97.2874 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372742 | -10098 | -283381 | -582437 | -610771 | -618441 |
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "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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