Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1536475.5916 | 8907.0754 | -1545382.6671 | -7445242.5823 | 6839148.3284 | -14284390.9107 |
Total P&L (%) | -1536.4756 | 8.9071 | -1545.3827 | -7445.2426 | 6839.1483 | -14284.3909 |
Avg Daily Profit (%) | -0.7109 | 0.0041 | -0.715 | 0 | 0.1964 | 0 |
Buy And Hold Return (%) | 432.2723 | 432.2723 | 432.2723 | 432.2723 | 432.2723 | 432.2723 |
Max Trade Drawdown | -1655385 | -82134 | -1670249 | -20291228 | -6376060 | -17668619 |
Profit Factor | 0.2845 | 1.0498 | 0.2149 | 0.7764 | 1.8737 | 0.4391 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 14 | 25 | 44 | 27 | 17 |
Losing Trades | 47 | 29 | 18 | 42 | 16 | 26 |
Profitability (%) | 45.3488 | 32.5581 | 58.1395 | 51.1628 | 62.7907 | 39.5349 |
Ratio Avg Win / Avg Loss | 0.3428 | 2.1745 | 0.1547 | 0.7411 | 1.1103 | 0.6716 |
Largest Winning Trade | 49682 | 49682 | 46341 | 5076084 | 5076084 | 2132694 |
Largest Losing Trade | -1087034 | -27403 | -1087034 | -7925709 | -3309530 | -7925709 |
Avg Bars in Trades | 140 | 26 | 254 | 140 | 26 | 254 |
Avg Bars in Winners | 93 | 21 | 134 | 123 | 29 | 273 |
Avg Bars in Losers | 179 | 29 | 421 | 157 | 22 | 241 |
Bars Traded | 12082 | 1151 | 10931 | 12082 | 1151 | 10931 |
Profit Streak | 93.1714 | 99.0048 | 0 | 0 | 0 | 101.3381 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581797 | -523651 | -579672 | -580397 | 447791 | -584236 |
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{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 204, "offset": 0, "scalar": 4 } } }
# | 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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