Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1645548.2351 | -83773.1283 | -1561775.1068 | 344928.2149 | 2988747.7699 | -2643819.555 |
Total P&L (%) | -1645.5482 | -83.7731 | -1561.7751 | 344.9282 | 2988.7478 | -2643.8196 |
Avg Daily Profit (%) | -0.7899 | -0.0402 | -0.7497 | 0.0717 | 0.1648 | 0 |
Buy And Hold Return (%) | 72.3368 | 72.3368 | 72.3368 | 72.3368 | 72.3368 | 72.3368 |
Max Trade Drawdown | -1813874 | -148547 | -1684747 | -6783111 | -277958 | -8883377 |
Profit Factor | 0.2688 | 0.6274 | 0.229 | 1.0316 | 3.9309 | 0.7332 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 65 | 30 | 35 | 51 | 30 | 21 |
Losing Trades | 28 | 17 | 11 | 42 | 17 | 25 |
Profitability (%) | 69.8925 | 63.8298 | 76.087 | 54.8387 | 63.8298 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.1158 | 0.3555 | 0.072 | 0.8495 | 2.2275 | 0.8729 |
Largest Winning Trade | 36393 | 16562 | 36393 | 3947733 | 2044830 | 3947733 |
Largest Losing Trade | -1251677 | -53681 | -1251677 | -3924274 | -217660 | -3924274 |
Avg Bars in Trades | 263 | 65 | 465 | 263 | 65 | 465 |
Avg Bars in Winners | 134 | 29 | 224 | 249 | 71 | 502 |
Avg Bars in Losers | 561 | 128 | 1231 | 280 | 54 | 433 |
Bars Traded | 24469 | 3073 | 21395 | 24469 | 3073 | 21395 |
Profit Streak | 8.2722 | 418.7722 | 8.2722 | 8.2722 | 418.7722 | 8.2722 |
Trades During Streak | 3 | 12 | 1 | 3 | 12 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576118 | -577408 | -576650 | -283825 | 652214 | -581722 |
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{ "first_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 5 } } }
# | 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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