Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1906099.8087 | -2651.841 | -1903447.9677 | 8322578.0926 | 39574226.5248 | -31251648.4321 |
Total P&L (%) | -1906.0998 | -2.6518 | -1903.448 | 8322.5781 | 39574.2265 | -31251.6484 |
Avg Daily Profit (%) | -1.0165 | -0.0014 | -1.015 | 0.2367 | 0.3196 | 0 |
Buy And Hold Return (%) | 356.9841 | 356.9841 | 356.9841 | 356.9841 | 356.9841 | 356.9841 |
Max Trade Drawdown | -2143861 | -140448 | -2045058 | -40386966 | -2598480 | -64348570 |
Profit Factor | 0.2953 | 0.9908 | 0.2127 | 1.0772 | 2.9862 | 0.6446 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 122 | 53 | 69 | 68 | 42 | 26 |
Losing Trades | 41 | 29 | 12 | 95 | 40 | 55 |
Profitability (%) | 74.8466 | 64.6341 | 85.1852 | 41.7178 | 51.2195 | 32.0988 |
Ratio Avg Win / Avg Loss | 0.0992 | 0.5421 | 0.037 | 1.5049 | 2.844 | 1.3635 |
Largest Winning Trade | 42119 | 42119 | 25716 | 15613970 | 15613970 | 13002324 |
Largest Losing Trade | -1309057 | -45236 | -1309057 | -33679242 | -2598480 | -33679242 |
Avg Bars in Trades | 136 | 76 | 196 | 136 | 76 | 196 |
Avg Bars in Winners | 76 | 37 | 106 | 161 | 104 | 253 |
Avg Bars in Losers | 314 | 148 | 715 | 118 | 47 | 169 |
Bars Traded | 22215 | 6309 | 15906 | 22215 | 6309 | 15906 |
Profit Streak | 62.8582 | 100.2749 | 62.8582 | 62.8582 | 100.2749 | 62.8582 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575314 | -581665 | -587505 | -127160 | 426928 | -597471 |
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "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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