Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1613528.9824 | 145607.6118 | -1759136.5942 | 8679138.164 | 11434045.0908 | -2754906.9269 |
Total P&L (%) | -1613.529 | 145.6076 | -1759.1366 | 8679.1382 | 11434.0451 | -2754.9069 |
Avg Daily Profit (%) | -0.7156 | 0.0646 | -0.7802 | 0.1987 | 0.2108 | 0 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -2009903 | -27630 | -2005189 | -42074498 | -5560704 | -40882489 |
Profit Factor | 0.3249 | 2.508 | 0.233 | 1.1157 | 1.9564 | 0.9563 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 33 | 30 | 65 | 33 | 32 |
Losing Trades | 31 | 14 | 17 | 29 | 14 | 15 |
Profitability (%) | 67.0213 | 70.2128 | 63.8298 | 69.1489 | 70.2128 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.1599 | 1.064 | 0.132 | 0.4978 | 0.83 | 0.4483 |
Largest Winning Trade | 66813 | 32096 | 66813 | 11498493 | 6177163 | 11498493 |
Largest Losing Trade | -1624646 | -15288 | -1624646 | -26690363 | -2366719 | -26690363 |
Avg Bars in Trades | 133 | 23 | 242 | 133 | 23 | 242 |
Avg Bars in Winners | 108 | 21 | 203 | 129 | 25 | 236 |
Avg Bars in Losers | 184 | 29 | 312 | 142 | 20 | 256 |
Bars Traded | 12534 | 1121 | 11414 | 12534 | 1121 | 11414 |
Profit Streak | 237.2468 | 237.2468 | 280.5801 | 237.2468 | 237.2468 | 280.5801 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576664 | -264861 | -577554 | -82479 | 468715 | -577003 |
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{ "first_band": { "type": "kcu", "factors": { "length": 26, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 26, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 234, "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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