Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2984532.911 | 143616.7878 | -3128149.6988 | -55499899.8719 | 64635424.639 | -120135324.5108 |
Total P&L (%) | -2984.5329 | 143.6168 | -3128.1497 | -55499.8999 | 64635.4246 | -120135.3245 |
Avg Daily Profit (%) | -1.6043 | 0.0772 | -1.6815 | 0 | 0.3485 | 0 |
Buy And Hold Return (%) | 7918.2462 | 7918.2462 | 7918.2462 | 7918.2462 | 7918.2462 | 7918.2462 |
Max Trade Drawdown | -3168515 | -51767 | -3231133 | -524910555 | -36903321 | -493896714 |
Profit Factor | 0.2079 | 1.8428 | 0.1305 | 0.9227 | 1.619 | 0.8042 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 23 | 25 | 45 | 21 | 24 |
Losing Trades | 30 | 16 | 14 | 33 | 18 | 15 |
Profitability (%) | 61.5385 | 58.9744 | 64.1026 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.13 | 1.282 | 0.0731 | 0.6767 | 1.3877 | 0.5027 |
Largest Winning Trade | 54824 | 54165 | 54824 | 205072548 | 33348394 | 205072548 |
Largest Losing Trade | -2554778 | -43818 | -2554778 | -417982383 | -32294111 | -417982383 |
Avg Bars in Trades | 68 | 23 | 113 | 68 | 23 | 113 |
Avg Bars in Winners | 45 | 20 | 67 | 70 | 23 | 111 |
Avg Bars in Losers | 106 | 27 | 196 | 66 | 24 | 118 |
Bars Traded | 5357 | 917 | 4440 | 5357 | 917 | 4440 |
Profit Streak | 36.978 | 88.3113 | 0 | 0 | 0 | 198.3113 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617237 | -251244 | -578929 | -618280 | 434094 | -578285 |
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 118, "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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