Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1874242.8528 | 207456.4178 | -2081699.2706 | -31598981.3532 | 69908394.4487 | -101507375.8019 |
Total P&L (%) | -1874.2429 | 207.4564 | -2081.6993 | -31598.9814 | 69908.3944 | -101507.3758 |
Avg Daily Profit (%) | -0.9999 | 0.1107 | -1.1105 | 0 | 0.3501 | 0 |
Buy And Hold Return (%) | 6779.0811 | 6779.0811 | 6779.0811 | 6779.0811 | 6779.0811 | 6779.0811 |
Max Trade Drawdown | -1943429 | -85970 | -2140215 | -412169548 | -25740424 | -419570750 |
Profit Factor | 0.3094 | 2.0821 | 0.1746 | 0.9475 | 1.8135 | 0.8033 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 31 | 27 | 57 | 27 | 30 |
Losing Trades | 34 | 15 | 19 | 35 | 19 | 16 |
Profitability (%) | 63.0435 | 67.3913 | 58.6957 | 61.9565 | 58.6957 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.1814 | 1.0075 | 0.1229 | 0.5818 | 1.2761 | 0.4284 |
Largest Winning Trade | 61902 | 56142 | 61902 | 136255600 | 30430601 | 136255600 |
Largest Losing Trade | -1609289 | -49794 | -1609289 | -404256051 | -14928341 | -404256051 |
Avg Bars in Trades | 77 | 44 | 110 | 77 | 44 | 110 |
Avg Bars in Winners | 47 | 33 | 62 | 68 | 38 | 95 |
Avg Bars in Losers | 129 | 67 | 177 | 92 | 53 | 137 |
Bars Traded | 7136 | 2067 | 5069 | 7136 | 2067 | 5069 |
Profit Streak | 48.8741 | 99.1241 | 0 | 0 | 0 | 168.3741 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578001 | -204886 | -579577 | -578982 | 462620 | -577377 |
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{ "first_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } } }
# | 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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