Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2965862.8852 | 19089.0835 | -2984951.9687 | -7116700.1686 | -130170669.4812 | 123053969.3126 |
Total P&L (%) | -2965.8629 | 19.0891 | -2984.952 | -7116.7002 | -130170.6695 | 123053.9693 |
Avg Daily Profit (%) | -1.5877 | 0.0102 | -1.5979 | 0 | 0 | 0.3817 |
Buy And Hold Return (%) | 5380.8959 | 5380.8959 | 5380.8959 | 5380.8959 | 5380.8959 | 5380.8959 |
Max Trade Drawdown | -3154249 | -116249 | -3094605 | -205123934 | -160678431 | -98317253 |
Profit Factor | 0.2214 | 1.0622 | 0.1477 | 0.9824 | 0.4563 | 1.7504 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 232 | 110 | 122 | 161 | 77 | 84 |
Losing Trades | 57 | 35 | 22 | 128 | 68 | 60 |
Profitability (%) | 80.2768 | 75.8621 | 84.7222 | 55.7093 | 53.1034 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0544 | 0.338 | 0.0266 | 0.781 | 0.4029 | 1.2503 |
Largest Winning Trade | 25825 | 25825 | 20463 | 53353186 | 6628335 | 53353186 |
Largest Losing Trade | -2101064 | -47732 | -2101064 | -84142135 | -84142135 | -58587225 |
Avg Bars in Trades | 74 | 37 | 112 | 74 | 37 | 112 |
Avg Bars in Winners | 26 | 14 | 37 | 65 | 25 | 101 |
Avg Bars in Losers | 270 | 109 | 526 | 86 | 50 | 126 |
Bars Traded | 21546 | 5387 | 16159 | 21546 | 5387 | 16159 |
Profit Streak | 53.6711 | 107.2544 | 53.6711 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573943 | -494061 | -575762 | -578526 | -580545 | 457386 |
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{ "first_band": { "type": "fwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 227, "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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