Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -709769.6556 | -29321.8279 | -680447.8277 | 4293771.8252 | 900258.968 | 3393512.8572 |
Total P&L (%) | -709.7697 | -29.3218 | -680.4478 | 4293.7718 | 900.259 | 3393.5129 |
Avg Daily Profit (%) | -0.39 | -0.0161 | -0.3739 | 0.2081 | 0.1266 | 0.1954 |
Buy And Hold Return (%) | 941.0337 | 941.0337 | 941.0337 | 941.0337 | 941.0337 | 941.0337 |
Max Trade Drawdown | -855086 | -64534 | -810761 | -2342982 | -886691 | -2593040 |
Profit Factor | 0.3824 | 0.8147 | 0.3135 | 1.626 | 1.3924 | 1.7434 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 71 | 30 | 41 | 51 | 27 | 24 |
Losing Trades | 24 | 18 | 6 | 44 | 21 | 23 |
Profitability (%) | 74.7368 | 62.5 | 87.234 | 53.6842 | 56.25 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.1293 | 0.4888 | 0.0459 | 1.4028 | 1.083 | 1.6708 |
Largest Winning Trade | 21302 | 19034 | 21302 | 3822033 | 1033867 | 3822033 |
Largest Losing Trade | -614365 | -63451 | -614365 | -1386563 | -566158 | -1386563 |
Avg Bars in Trades | 47 | 23 | 71 | 47 | 23 | 71 |
Avg Bars in Winners | 22 | 7 | 34 | 43 | 26 | 62 |
Avg Bars in Losers | 119 | 49 | 330 | 51 | 19 | 81 |
Bars Traded | 4491 | 1113 | 3378 | 4491 | 1113 | 3378 |
Profit Streak | 83.6486 | 83.6486 | 225.6486 | 83.6486 | 83.6486 | 225.6486 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576078 | -578233 | -574675 | 361603 | -186970 | 373666 |
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{ "first_band": { "type": "fwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "offset": 180, "scalar": 3 } } }
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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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