Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2065673.0349 | 238605.5748 | -2304278.6097 | -100309445.6274 | 36964499.8018 | -137273945.4292 |
Total P&L (%) | -2065.673 | 238.6056 | -2304.2786 | -100309.4456 | 36964.4998 | -137273.9454 |
Avg Daily Profit (%) | -0.9154 | 0.1057 | -1.0212 | 0 | 0.2625 | 0 |
Buy And Hold Return (%) | 8511.0356 | 8511.0356 | 8511.0356 | 8511.0356 | 8511.0356 | 8511.0356 |
Max Trade Drawdown | -2312258 | -45469 | -2357287 | -196365155 | -33269402 | -199822778 |
Profit Factor | 0.2323 | 3.1912 | 0.1075 | 0.6486 | 1.5291 | 0.3633 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 51 | 27 | 24 | 48 | 25 | 23 |
Losing Trades | 16 | 7 | 9 | 19 | 9 | 10 |
Profitability (%) | 76.1194 | 79.4118 | 72.7273 | 71.6418 | 73.5294 | 69.697 |
Ratio Avg Win / Avg Loss | 0.0729 | 0.8274 | 0.0403 | 0.2567 | 0.5505 | 0.1579 |
Largest Winning Trade | 49700 | 49700 | 40539 | 41724276 | 41724276 | 11947159 |
Largest Losing Trade | -2077165 | -43000 | -2077165 | -141793673 | -33269402 | -141793673 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 34 | 40 | 28 | 41 | 50 | 31 |
Avg Bars in Losers | 147 | 165 | 132 | 113 | 111 | 114 |
Bars Traded | 4132 | 2254 | 1878 | 4132 | 2254 | 1878 |
Profit Streak | 121.7456 | 121.7456 | 237.7456 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697433 | -209914 | -576884 | -698972 | 342168 | -578249 |
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{ "first_band": { "type": "kcb", "factors": { "length": 5, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 5, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 242, "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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