Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2822431.1677 | 21887.3633 | -2844318.5309 | -3403433.1694 | -115325081.3634 | 111921648.194 |
Total P&L (%) | -2822.4312 | 21.8874 | -2844.3185 | -3403.4332 | -115325.0814 | 111921.6482 |
Avg Daily Profit (%) | -1.5104 | 0.0117 | -1.5221 | 0 | 0 | 0.3764 |
Buy And Hold Return (%) | 4767.1082 | 4767.1082 | 4767.1082 | 4767.1082 | 4767.1082 | 4767.1082 |
Max Trade Drawdown | -3020485 | -119427 | -2963668 | -156594539 | -134266845 | -69151480 |
Profit Factor | 0.229 | 1.0693 | 0.1495 | 0.9896 | 0.4407 | 1.93 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 187 | 86 | 101 | 142 | 68 | 74 |
Losing Trades | 70 | 43 | 27 | 115 | 61 | 54 |
Profitability (%) | 72.7626 | 66.6667 | 78.9063 | 55.2529 | 52.7132 | 57.8125 |
Ratio Avg Win / Avg Loss | 0.0857 | 0.5346 | 0.04 | 0.8014 | 0.3954 | 1.4084 |
Largest Winning Trade | 35008 | 35008 | 24706 | 61892796 | 6617685 | 61892796 |
Largest Losing Trade | -1957993 | -50082 | -1957993 | -68688214 | -68688214 | -46271344 |
Avg Bars in Trades | 41 | 21 | 62 | 41 | 21 | 62 |
Avg Bars in Winners | 17 | 10 | 22 | 38 | 15 | 59 |
Avg Bars in Losers | 108 | 44 | 210 | 46 | 28 | 66 |
Bars Traded | 10776 | 2796 | 7980 | 10776 | 2796 | 7980 |
Profit Streak | 53.8442 | 107.5109 | 53.8442 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575076 | -485286 | -576405 | -578752 | -580360 | 464328 |
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{ "first_band": { "type": "pwma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
# | 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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