Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2482635.2293 | 179437.0045 | -2662072.2338 | -49412913.8368 | 103154135.1575 | -152567048.9943 |
Total P&L (%) | -2482.6352 | 179.437 | -2662.0722 | -49412.9138 | 103154.1352 | -152567.049 |
Avg Daily Profit (%) | -1.3381 | 0.0967 | -1.4348 | 0 | 0.3747 | 0 |
Buy And Hold Return (%) | 7315.0364 | 7315.0364 | 7315.0364 | 7315.0364 | 7315.0364 | 7315.0364 |
Max Trade Drawdown | -2606939 | -67340 | -2742151 | -710555322 | -48235234 | -729626306 |
Profit Factor | 0.251 | 2.0016 | 0.1509 | 0.953 | 1.6782 | 0.8305 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 29 | 26 | 48 | 21 | 27 |
Losing Trades | 29 | 13 | 16 | 36 | 21 | 15 |
Profitability (%) | 65.4762 | 69.0476 | 61.9048 | 57.1429 | 50 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.1323 | 0.8973 | 0.0929 | 0.7148 | 1.6782 | 0.4614 |
Largest Winning Trade | 55803 | 46908 | 55803 | 228785777 | 49727925 | 228785777 |
Largest Losing Trade | -2140700 | -40771 | -2140700 | -640433984 | -31178316 | -640433984 |
Avg Bars in Trades | 63 | 27 | 100 | 63 | 27 | 100 |
Avg Bars in Winners | 36 | 21 | 53 | 56 | 24 | 80 |
Avg Bars in Losers | 115 | 40 | 175 | 73 | 29 | 134 |
Bars Traded | 5353 | 1146 | 4207 | 5353 | 1146 | 4207 |
Profit Streak | 29.866 | 80.866 | 0 | 0 | 0 | 212.1993 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577729 | -225258 | -579191 | -579627 | 469140 | -577524 |
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{ "first_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 128, "offset": 0 } } }
# | 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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