Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10239532.3141 | -49677.3222 | -10189854.9919 | 23764353.0467 | 28984732.782 | -5220379.7354 |
Total P&L (%) | -10239.5323 | -49.6773 | -10189.855 | 23764.353 | 28984.7328 | -5220.3797 |
Avg Daily Profit (%) | -5.5051 | -0.0267 | -5.4784 | 0.2948 | 0.3055 | 0 |
Buy And Hold Return (%) | 7574.3147 | 7574.3147 | 7574.3147 | 7574.3147 | 7574.3147 | 7574.3147 |
Max Trade Drawdown | -10346549 | -121442 | -10266144 | -20278921 | -2293803 | -28814866 |
Profit Factor | 0.0368 | 0.7183 | 0.0253 | 1.3847 | 4.4828 | 0.9023 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 61 | 25 | 36 | 53 | 31 | 22 |
Losing Trades | 34 | 23 | 11 | 42 | 17 | 25 |
Profitability (%) | 64.2105 | 52.0833 | 76.5957 | 55.7895 | 64.5833 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.0205 | 0.6608 | 0.0077 | 1.0973 | 2.4583 | 1.0254 |
Largest Winning Trade | 20716 | 13689 | 20716 | 22752634 | 7469523 | 22752634 |
Largest Losing Trade | -9692414 | -44690 | -9692414 | -14948905 | -2015120 | -14948905 |
Avg Bars in Trades | 53 | 9 | 99 | 53 | 9 | 99 |
Avg Bars in Winners | 28 | 5 | 45 | 41 | 10 | 84 |
Avg Bars in Losers | 98 | 13 | 277 | 70 | 6 | 113 |
Bars Traded | 5121 | 432 | 4689 | 5121 | 432 | 4689 |
Profit Streak | 86.8993 | 185.8993 | 86.8993 | 86.8993 | 185.8993 | 86.8993 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577041 | -578730 | -576690 | 317778 | 635288 | -579713 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.84863, "nc": 0.21973 } }, "second_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 5 } } }
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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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