Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3725089.0181 | -141995.05 | -3583093.9681 | -94801.9815 | 6841029.046 | -6935831.0275 |
Total P&L (%) | -3725.089 | -141.9951 | -3583.094 | -94.802 | 6841.029 | -6935.831 |
Avg Daily Profit (%) | -1.7888 | -0.0682 | -1.7206 | -0.1419 | 0.2038 | 0 |
Buy And Hold Return (%) | 86.5234 | 86.5234 | 86.5234 | 86.5234 | 86.5234 | 86.5234 |
Max Trade Drawdown | -3831611 | -230337 | -3692248 | -46542409 | -11270365 | -37847331 |
Profit Factor | 0.2567 | 0.7847 | 0.1766 | 0.9984 | 1.3913 | 0.8315 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 199 | 94 | 105 | 159 | 75 | 84 |
Losing Trades | 127 | 69 | 58 | 167 | 88 | 79 |
Profitability (%) | 61.0429 | 57.6687 | 64.4172 | 48.773 | 46.0123 | 51.5337 |
Ratio Avg Win / Avg Loss | 0.1638 | 0.576 | 0.0976 | 1.0486 | 1.6325 | 0.782 |
Largest Winning Trade | 41390 | 35729 | 41390 | 8855745 | 5569732 | 8855745 |
Largest Losing Trade | -3144166 | -41002 | -3144166 | -26455906 | -9452577 | -26455906 |
Avg Bars in Trades | 75 | 36 | 114 | 75 | 36 | 114 |
Avg Bars in Winners | 52 | 24 | 77 | 72 | 30 | 110 |
Avg Bars in Losers | 110 | 51 | 181 | 77 | 41 | 117 |
Bars Traded | 24485 | 5885 | 18600 | 24485 | 5885 | 18600 |
Profit Streak | 20.7377 | 21.071 | 20.7377 | 20.7377 | 21.071 | 20.7377 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576584 | -578933 | -578057 | -576826 | 328416 | -579727 |
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{ "first_band": { "type": "kcu", "factors": { "length": 21, "offset": 0, "scalar": 4 } }, "second_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } } }
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# | 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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