Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2877172.4838 | -45915.5614 | -2831256.9225 | 1352614.0211 | -50699793.8968 | 52052407.9179 |
Total P&L (%) | -2877.1725 | -45.9156 | -2831.2569 | 1352.614 | -50699.7939 | 52052.4079 |
Avg Daily Profit (%) | -1.5415 | -0.0246 | -1.5169 | 0.1435 | 0 | 0.3358 |
Buy And Hold Return (%) | 7616.333 | 7616.333 | 7616.333 | 7616.333 | 7616.333 | 7616.333 |
Max Trade Drawdown | -3028715 | -122329 | -2934307 | -61229187 | -53780624 | -32950821 |
Profit Factor | 0.2098 | 0.8344 | 0.1583 | 1.0092 | 0.361 | 1.7739 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 253 | 114 | 139 | 229 | 107 | 122 |
Losing Trades | 78 | 52 | 26 | 102 | 59 | 43 |
Profitability (%) | 76.435 | 68.6747 | 84.2424 | 69.1843 | 64.4578 | 73.9394 |
Ratio Avg Win / Avg Loss | 0.0647 | 0.3806 | 0.0296 | 0.4495 | 0.1991 | 0.6252 |
Largest Winning Trade | 15201 | 15201 | 13964 | 30773373 | 3616322 | 30773373 |
Largest Losing Trade | -1806372 | -50777 | -1806372 | -32272272 | -28695150 | -32272272 |
Avg Bars in Trades | 65 | 15 | 114 | 65 | 15 | 114 |
Avg Bars in Winners | 22 | 6 | 35 | 43 | 8 | 74 |
Avg Bars in Losers | 203 | 36 | 539 | 113 | 28 | 229 |
Bars Traded | 21523 | 2591 | 18932 | 21523 | 2591 | 18932 |
Profit Streak | 48.0197 | 48.0197 | 50.7697 | 48.0197 | 48.0197 | 50.7697 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574133 | -576776 | -574900 | -373206 | -577322 | 506718 |
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
# | 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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