Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6637662.0684 | 110725.1547 | -6748387.2232 | 41732045.3728 | -9713467.2942 | 51445512.667 |
Total P&L (%) | -6637.6621 | 110.7252 | -6748.3872 | 41732.0454 | -9713.4673 | 51445.5127 |
Avg Daily Profit (%) | -2.9228 | 0.0488 | -2.9715 | 0.2662 | 0 | 0.2754 |
Buy And Hold Return (%) | 8426.7028 | 8426.7028 | 8426.7028 | 8426.7028 | 8426.7028 | 8426.7028 |
Max Trade Drawdown | -6769979 | -31642 | -6854065 | -51599550 | -17779262 | -42013940 |
Profit Factor | 0.0721 | 2.4343 | 0.0464 | 1.4353 | 0.7199 | 1.8407 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 27 | 23 | 30 | 15 | 15 |
Losing Trades | 21 | 9 | 12 | 41 | 21 | 20 |
Profitability (%) | 70.4225 | 75 | 65.7143 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0303 | 0.8114 | 0.0242 | 1.9616 | 1.0078 | 2.4543 |
Largest Winning Trade | 35003 | 35003 | 26881 | 53681509 | 8246481 | 53681509 |
Largest Losing Trade | -6690333 | -24088 | -6690333 | -10179759 | -10179759 | -9521254 |
Avg Bars in Trades | 179 | 45 | 318 | 179 | 45 | 318 |
Avg Bars in Winners | 87 | 31 | 153 | 191 | 40 | 342 |
Avg Bars in Losers | 399 | 86 | 635 | 171 | 48 | 300 |
Bars Traded | 12776 | 1637 | 11139 | 12776 | 1637 | 11139 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669130 | -288476 | -578750 | -85040 | -582354 | 316463 |
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{ "first_band": { "type": "wma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 3 } } }
# | 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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