Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -619396.5829 | 87196.8056 | -706593.3884 | 218738.5396 | 4564722.6768 | -4345984.1372 |
Total P&L (%) | -619.3966 | 87.1968 | -706.5934 | 218.7385 | 4564.7227 | -4345.9841 |
Avg Daily Profit (%) | -0.3294 | 0.0464 | -0.3758 | 0.0617 | 0.2046 | 0 |
Buy And Hold Return (%) | 228.8715 | 228.8715 | 228.8715 | 228.8715 | 228.8715 | 228.8715 |
Max Trade Drawdown | -833298 | -128998 | -875598 | -9619569 | -2293597 | -11011637 |
Profit Factor | 0.6422 | 1.2476 | 0.4876 | 1.0103 | 1.6967 | 0.7045 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 303 | 140 | 163 | 233 | 112 | 121 |
Losing Trades | 74 | 49 | 25 | 144 | 77 | 67 |
Profitability (%) | 80.3714 | 74.0741 | 86.7021 | 61.8037 | 59.2593 | 64.3617 |
Ratio Avg Win / Avg Loss | 0.1568 | 0.4366 | 0.0748 | 0.6244 | 1.1665 | 0.3901 |
Largest Winning Trade | 19930 | 19930 | 16410 | 6222750 | 2620447 | 6222750 |
Largest Losing Trade | -380139 | -38371 | -380139 | -1972479 | -434162 | -1972479 |
Avg Bars in Trades | 58 | 29 | 88 | 58 | 29 | 88 |
Avg Bars in Winners | 24 | 10 | 35 | 38 | 22 | 52 |
Avg Bars in Losers | 201 | 84 | 430 | 92 | 40 | 152 |
Bars Traded | 22209 | 5660 | 16549 | 22209 | 5660 | 16549 |
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 | -574882 | -294826 | -575530 | -483738 | 435334 | -578487 |
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{ "first_band": { "type": "fwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "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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