Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -610036.3817 | 17336.2784 | -627372.6601 | 6865505.4767 | 1847892.8955 | 5017612.5812 |
Total P&L (%) | -610.0364 | 17.3363 | -627.3727 | 6865.5055 | 1847.8929 | 5017.6126 |
Avg Daily Profit (%) | -0.3361 | 0.0096 | -0.3456 | 0.234 | 0.1637 | 0.217 |
Buy And Hold Return (%) | 655.0331 | 655.0331 | 655.0331 | 655.0331 | 655.0331 | 655.0331 |
Max Trade Drawdown | -816078 | -74395 | -773884 | -2486486 | -1149781 | -3087171 |
Profit Factor | 0.4478 | 1.1069 | 0.3345 | 1.8763 | 1.6563 | 1.9997 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 76 | 35 | 41 | 50 | 27 | 23 |
Losing Trades | 19 | 13 | 6 | 45 | 21 | 24 |
Profitability (%) | 80 | 72.9167 | 87.234 | 52.6316 | 56.25 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.112 | 0.4111 | 0.0489 | 1.6886 | 1.2882 | 2.0866 |
Largest Winning Trade | 23374 | 23374 | 20403 | 4358679 | 1106168 | 4358679 |
Largest Losing Trade | -601950 | -63279 | -601950 | -1588041 | -732541 | -1588041 |
Avg Bars in Trades | 62 | 28 | 98 | 62 | 28 | 98 |
Avg Bars in Winners | 30 | 9 | 48 | 58 | 32 | 89 |
Avg Bars in Losers | 191 | 77 | 439 | 67 | 21 | 106 |
Bars Traded | 5971 | 1345 | 4626 | 5971 | 1345 | 4626 |
Profit Streak | 176.1252 | 176.1252 | 220.8752 | 176.1252 | 176.1252 | 220.8752 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574919 | -445728 | -574698 | 501238 | 324559 | 470032 |
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{ "first_band": { "type": "fwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 4 } } }
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# | 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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