Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2977134.643 | 61366.8604 | -3038501.5034 | 53353617.528 | -20155538.8386 | 73509156.3666 |
Total P&L (%) | -2977.1346 | 61.3669 | -3038.5015 | 53353.6175 | -20155.5388 | 73509.1564 |
Avg Daily Profit (%) | -1.5965 | 0.0329 | -1.6294 | 0.3374 | 0 | 0.3546 |
Buy And Hold Return (%) | 6652.9026 | 6652.9026 | 6652.9026 | 6652.9026 | 6652.9026 | 6652.9026 |
Max Trade Drawdown | -3112411 | -32173 | -3130840 | -269957645 | -70241022 | -267601688 |
Profit Factor | 0.1769 | 1.5147 | 0.1313 | 1.1188 | 0.8048 | 1.2125 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 58 | 31 | 27 | 54 | 28 | 26 |
Losing Trades | 41 | 19 | 22 | 45 | 22 | 23 |
Profitability (%) | 58.5859 | 62 | 55.102 | 54.5455 | 56 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.125 | 0.9284 | 0.1069 | 0.9323 | 0.6323 | 1.0726 |
Largest Winning Trade | 57997 | 30238 | 57997 | 103890289 | 12512498 | 103890289 |
Largest Losing Trade | -2080787 | -17544 | -2080787 | -263211308 | -39047506 | -263211308 |
Avg Bars in Trades | 72 | 7 | 138 | 72 | 7 | 138 |
Avg Bars in Winners | 40 | 6 | 80 | 70 | 6 | 140 |
Avg Bars in Losers | 117 | 9 | 209 | 74 | 9 | 136 |
Bars Traded | 7168 | 375 | 6793 | 7168 | 375 | 6793 |
Profit Streak | 46.7442 | 105.2442 | 0 | 46.7442 | 105.2442 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578842 | -492636 | -580020 | -80917 | -759216 | 338457 |
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{ "first_band": { "type": "kcu", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } } }
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# | 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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