Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2669632.4103 | -41422.9466 | -2628209.4637 | -1620958.5885 | -40002537.5585 | 38381578.97 |
Total P&L (%) | -2669.6324 | -41.4229 | -2628.2095 | -1620.9586 | -40002.5376 | 38381.579 |
Avg Daily Profit (%) | -1.4366 | -0.0223 | -1.4143 | 0 | 0 | 0.3209 |
Buy And Hold Return (%) | 7810.7006 | 7810.7006 | 7810.7006 | 7810.7006 | 7810.7006 | 7810.7006 |
Max Trade Drawdown | -2748291 | -141303 | -2687851 | -57545573 | -48440607 | -18371827 |
Profit Factor | 0.1732 | 0.8603 | 0.1038 | 0.9822 | 0.3517 | 2.3166 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 144 | 67 | 77 | 101 | 45 | 56 |
Losing Trades | 46 | 28 | 18 | 89 | 50 | 39 |
Profitability (%) | 75.7895 | 70.5263 | 81.0526 | 53.1579 | 47.3684 | 58.9474 |
Ratio Avg Win / Avg Loss | 0.0553 | 0.3595 | 0.0243 | 0.8655 | 0.3907 | 1.6134 |
Largest Winning Trade | 20108 | 15670 | 20108 | 33022259 | 2241808 | 33022259 |
Largest Losing Trade | -1820420 | -61261 | -1820420 | -20175004 | -20175004 | -12693065 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 10 | 8 | 12 | 31 | 20 | 40 |
Avg Bars in Losers | 120 | 81 | 181 | 43 | 38 | 50 |
Bars Traded | 7100 | 2855 | 4245 | 7100 | 2855 | 4245 |
Profit Streak | 41.1566 | 41.1566 | 41.4066 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575452 | -577590 | -576259 | -579373 | -582102 | 465530 |
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{ "first_band": { "type": "sma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 1 } } }
# | 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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