Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2056796.7674 | 108252.0888 | -2165048.8562 | -5790730.2827 | 25000966.4571 | -30791696.7399 |
Total P&L (%) | -2056.7968 | 108.2521 | -2165.0489 | -5790.7303 | 25000.9665 | -30791.6967 |
Avg Daily Profit (%) | -0.9114 | 0.048 | -0.9594 | 0 | 0.2452 | 0 |
Buy And Hold Return (%) | 7924.7637 | 7924.7637 | 7924.7637 | 7924.7637 | 7924.7637 | 7924.7637 |
Max Trade Drawdown | -2142734 | -36842 | -2215137 | -65825872 | -4078778 | -65181746 |
Profit Factor | 0.2126 | 1.8504 | 0.1287 | 0.9353 | 3.3234 | 0.6092 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 38 | 19 | 19 |
Losing Trades | 27 | 14 | 13 | 28 | 14 | 14 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 57.5758 | 57.5758 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1472 | 1.3635 | 0.0837 | 0.6892 | 2.4488 | 0.4489 |
Largest Winning Trade | 48652 | 38899 | 48652 | 10318734 | 10213016 | 10318734 |
Largest Losing Trade | -1721375 | -28812 | -1721375 | -35428398 | -3319651 | -35428398 |
Avg Bars in Trades | 196 | 98 | 294 | 196 | 98 | 294 |
Avg Bars in Winners | 126 | 63 | 185 | 135 | 82 | 187 |
Avg Bars in Losers | 297 | 144 | 462 | 279 | 119 | 438 |
Bars Traded | 12954 | 3241 | 9713 | 12954 | 3241 | 9713 |
Profit Streak | 0 | 0 | 259.6675 | 95.0008 | 246.3342 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708099 | -291266 | -578457 | -707736 | 494391 | -579820 |
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 177, "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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