Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -684926.2105 | 81824.3019 | -766750.5124 | 98548478.2015 | 10316769.5986 | 88231708.6029 |
Total P&L (%) | -684.9262 | 81.8243 | -766.7505 | 98548.4782 | 10316.7696 | 88231.7086 |
Avg Daily Profit (%) | -0.4265 | 0.0509 | -0.4774 | 0.4302 | 0.2897 | 0.4233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -895115 | -18591 | -936986 | -29330042 | -15978187 | -26147297 |
Profit Factor | 0.4779 | 2.2317 | 0.3844 | 2.326 | 1.3388 | 3.0112 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 18 | 20 | 34 | 15 | 19 |
Losing Trades | 26 | 14 | 12 | 30 | 17 | 13 |
Profitability (%) | 59.375 | 56.25 | 62.5 | 53.125 | 46.875 | 59.375 |
Ratio Avg Win / Avg Loss | 0.327 | 1.7358 | 0.2306 | 2.0523 | 1.5173 | 2.0603 |
Largest Winning Trade | 48989 | 32416 | 48989 | 23317834 | 16168111 | 23317834 |
Largest Losing Trade | -720944 | -15300 | -720944 | -26147297 | -11865300 | -26147297 |
Avg Bars in Trades | 145 | 22 | 269 | 145 | 22 | 269 |
Avg Bars in Winners | 128 | 26 | 219 | 143 | 17 | 242 |
Avg Bars in Losers | 171 | 17 | 351 | 148 | 26 | 308 |
Bars Traded | 9326 | 713 | 8613 | 9326 | 713 | 8613 |
Profit Streak | 4.4191 | 93.4191 | 4.4191 | 4.4191 | 93.4191 | 4.4191 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722427 | -119012 | -579018 | -128025 | 353721 | 613870 |
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{ "first_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
# | 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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