Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2573851.7299 | 34303.6623 | -2608155.3922 | 2278777.0006 | -76718444.1617 | 78997221.1623 |
Total P&L (%) | -2573.8517 | 34.3037 | -2608.1554 | 2278.777 | -76718.4442 | 78997.2212 |
Avg Daily Profit (%) | -1.3847 | 0.0185 | -1.4031 | 0.1706 | 0 | 0.3596 |
Buy And Hold Return (%) | 7095.6779 | 7095.6779 | 7095.6779 | 7095.6779 | 7095.6779 | 7095.6779 |
Max Trade Drawdown | -2753140 | -95823 | -2713702 | -115627461 | -81930948 | -61415944 |
Profit Factor | 0.2179 | 1.1746 | 0.1572 | 1.0108 | 0.3364 | 1.8333 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 136 | 64 | 72 | 112 | 52 | 60 |
Losing Trades | 39 | 24 | 15 | 63 | 36 | 27 |
Profitability (%) | 77.7143 | 72.7273 | 82.7586 | 64 | 59.0909 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.0625 | 0.4405 | 0.0327 | 0.5686 | 0.2329 | 0.825 |
Largest Winning Trade | 25913 | 25913 | 23011 | 39553519 | 5601743 | 39553519 |
Largest Losing Trade | -1731361 | -49361 | -1731361 | -60453148 | -54288580 | -60453148 |
Avg Bars in Trades | 61 | 14 | 108 | 61 | 14 | 108 |
Avg Bars in Winners | 28 | 7 | 47 | 41 | 8 | 71 |
Avg Bars in Losers | 175 | 33 | 402 | 96 | 24 | 192 |
Bars Traded | 10761 | 1288 | 9473 | 10761 | 1288 | 9473 |
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 | -576268 | -360905 | -576664 | -365540 | -579640 | 450639 |
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{ "first_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "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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