Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -623988.2266 | 158822.5363 | -782810.763 | 11710326.9142 | 1736401.0717 | 9973925.8425 |
Total P&L (%) | -623.9882 | 158.8225 | -782.8108 | 11710.3269 | 1736.4011 | 9973.9258 |
Avg Daily Profit (%) | -0.2995 | 0.0762 | -0.3758 | 0.2293 | 0.1398 | 0.2216 |
Buy And Hold Return (%) | 464.0301 | 464.0301 | 464.0301 | 464.0301 | 464.0301 | 464.0301 |
Max Trade Drawdown | -785141 | -19457 | -774143 | -2853805 | -641185 | -2733819 |
Profit Factor | 0.5035 | 3.9023 | 0.3487 | 3.1278 | 2.2399 | 3.4308 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 48 | 26 | 22 | 46 | 23 | 23 |
Losing Trades | 21 | 9 | 12 | 23 | 12 | 11 |
Profitability (%) | 69.5652 | 74.2857 | 64.7059 | 66.6667 | 65.7143 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.2203 | 1.3508 | 0.1902 | 1.5639 | 1.1687 | 1.6408 |
Largest Winning Trade | 49152 | 30764 | 49152 | 4502883 | 607086 | 4502883 |
Largest Losing Trade | -488587 | -17214 | -488587 | -2466533 | -460087 | -2466533 |
Avg Bars in Trades | 351 | 23 | 689 | 351 | 23 | 689 |
Avg Bars in Winners | 219 | 22 | 452 | 340 | 22 | 657 |
Avg Bars in Losers | 654 | 26 | 1124 | 374 | 25 | 755 |
Bars Traded | 24262 | 817 | 23445 | 24262 | 817 | 23445 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684241 | -247642 | -578888 | -89574 | -2987 | 613961 |
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{ "first_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 151, "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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