Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -786678.913 | 184389.6683 | -971068.5814 | -36123903.5342 | 12451835.4599 | -48575738.9941 |
Total P&L (%) | -786.6789 | 184.3897 | -971.0686 | -36123.9035 | 12451.8355 | -48575.739 |
Avg Daily Profit (%) | -0.3634 | 0.0852 | -0.4486 | 0 | 0.2235 | 0 |
Buy And Hold Return (%) | 463.2974 | 463.2974 | 463.2974 | 463.2974 | 463.2974 | 463.2974 |
Max Trade Drawdown | -998911 | -53104 | -1122744 | -69069740 | -15492892 | -57353621 |
Profit Factor | 0.5073 | 2.133 | 0.3228 | 0.5946 | 1.5658 | 0.2762 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 59 | 29 | 30 | 32 | 18 | 14 |
Losing Trades | 19 | 10 | 9 | 46 | 21 | 25 |
Profitability (%) | 75.641 | 74.359 | 76.9231 | 41.0256 | 46.1538 | 35.8974 |
Ratio Avg Win / Avg Loss | 0.1634 | 0.7355 | 0.0968 | 0.8548 | 1.8268 | 0.4931 |
Largest Winning Trade | 57484 | 57484 | 46612 | 13420252 | 13420252 | 6318899 |
Largest Losing Trade | -705283 | -52246 | -705283 | -20599461 | -5796949 | -20599461 |
Avg Bars in Trades | 80 | 25 | 134 | 80 | 25 | 134 |
Avg Bars in Winners | 38 | 16 | 60 | 88 | 38 | 152 |
Avg Bars in Losers | 208 | 53 | 381 | 74 | 14 | 124 |
Bars Traded | 6255 | 1006 | 5249 | 6255 | 1006 | 5249 |
Profit Streak | 94.647 | 94.647 | 115.9803 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614994 | -239714 | -576703 | -623045 | 354987 | -586241 |
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 118, "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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