Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2434741.6524 | 98238.1992 | -2532979.8516 | -33655778.4393 | -90445909.1243 | 56790130.685 |
Total P&L (%) | -2434.7417 | 98.2382 | -2532.9799 | -33655.7784 | -90445.9091 | 56790.1307 |
Avg Daily Profit (%) | -1.3018 | 0.0525 | -1.3543 | 0 | 0 | 0.3398 |
Buy And Hold Return (%) | 6651.5415 | 6651.5415 | 6651.5415 | 6651.5415 | 6651.5415 | 6651.5415 |
Max Trade Drawdown | -2611717 | -101316 | -2638554 | -157564299 | -108067812 | -91139816 |
Profit Factor | 0.2002 | 1.5636 | 0.1174 | 0.8765 | 0.3291 | 1.4125 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 23 | 19 | 33 | 14 | 19 |
Losing Trades | 18 | 7 | 11 | 27 | 16 | 11 |
Profitability (%) | 70 | 76.6667 | 63.3333 | 55 | 46.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.0858 | 0.4759 | 0.068 | 0.7171 | 0.3761 | 0.8178 |
Largest Winning Trade | 54255 | 54075 | 54255 | 80043612 | 13878130 | 80043612 |
Largest Losing Trade | -1870453 | -60687 | -1870453 | -67378193 | -43530620 | -67378193 |
Avg Bars in Trades | 87 | 62 | 112 | 87 | 62 | 112 |
Avg Bars in Winners | 45 | 42 | 48 | 78 | 47 | 102 |
Avg Bars in Losers | 186 | 128 | 222 | 98 | 76 | 130 |
Bars Traded | 5255 | 1881 | 3374 | 5255 | 1881 | 3374 |
Profit Streak | 110.9644 | 181.2977 | 0 | 0 | 0 | 171.9644 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751122 | -284142 | -579097 | -753629 | -582121 | 381584 |
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{ "first_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 2 } } }
# | 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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