Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5701184.8094 | 150450.1649 | -5851634.9743 | -32627847.3459 | 18048853.4049 | -50676700.7507 |
Total P&L (%) | -5701.1848 | 150.4502 | -5851.635 | -32627.8473 | 18048.8534 | -50676.7008 |
Avg Daily Profit (%) | -2.9028 | 0.0766 | -2.9794 | 0 | 0.2652 | 0 |
Buy And Hold Return (%) | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 |
Max Trade Drawdown | -5996175 | -65413 | -5995908 | -87172518 | -43084508 | -64485876 |
Profit Factor | 0.0969 | 1.8948 | 0.0477 | 0.8392 | 1.2199 | 0.5806 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 27 | 24 | 37 | 19 | 18 |
Losing Trades | 21 | 9 | 12 | 35 | 17 | 18 |
Profitability (%) | 70.8333 | 75 | 66.6667 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 0.0399 | 0.6316 | 0.0239 | 0.7938 | 1.0915 | 0.5806 |
Largest Winning Trade | 37823 | 22284 | 37823 | 45375259 | 45375259 | 24051191 |
Largest Losing Trade | -5981410 | -52399 | -5981410 | -34585578 | -11323416 | -34585578 |
Avg Bars in Trades | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Winners | 35 | 37 | 32 | 97 | 109 | 85 |
Avg Bars in Losers | 183 | 212 | 161 | 57 | 49 | 65 |
Bars Traded | 5638 | 2930 | 2708 | 5638 | 2930 | 2708 |
Profit Streak | 405.0679 | 0 | 560.4012 | 0 | 555.7345 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660991 | -252387 | -577660 | -664375 | 328702 | -580780 |
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{ "first_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 4 } } }
# | 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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