Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105617.7689 | 1090361.432 | 15256.3368 | 9951382.7724 | 32602063.354 | -22650680.5816 |
Total P&L (%) | 1105.6178 | 1090.3614 | 15.2563 | 9951.3828 | 32602.0634 | -22650.6806 |
Avg Daily Profit (%) | 0.5923 | 0.5841 | 0.0082 | 0.2473 | 0.3107 | 0 |
Buy And Hold Return (%) | 6344.79 | 6344.79 | 6344.79 | 6344.79 | 6344.79 | 6344.79 |
Max Trade Drawdown | -105472 | -29199 | -129322 | -25832376 | -6094695 | -28620923 |
Profit Factor | 3.8082 | 10.6253 | 1.0544 | 1.1902 | 3.1018 | 0.3847 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 46.5517 | 55.1724 | 37.931 | 46.5517 | 55.1724 | 37.931 |
Ratio Avg Win / Avg Loss | 4.3724 | 8.6331 | 1.7254 | 1.3665 | 2.5202 | 0.6296 |
Largest Winning Trade | 329388 | 329388 | 58665 | 25544037 | 25544037 | 3987433 |
Largest Losing Trade | -46174 | -20321 | -46174 | -7937504 | -3917739 | -7937504 |
Avg Bars in Trades | 376 | 234 | 518 | 376 | 234 | 518 |
Avg Bars in Winners | 582 | 341 | 933 | 582 | 341 | 933 |
Avg Bars in Losers | 197 | 102 | 265 | 197 | 102 | 265 |
Bars Traded | 21844 | 6795 | 15049 | 21844 | 6795 | 15049 |
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 | -328306 | -145313 | -512007 | -193496 | 514242 | -585526 |
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{ "first_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 155, "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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