Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2777124.0141 | -48828.9607 | -2728295.0534 | -393597.4236 | 269367971.9568 | -269761569.3804 |
Total P&L (%) | -2777.124 | -48.829 | -2728.2951 | -393.5974 | 269367.972 | -269761.5694 |
Avg Daily Profit (%) | -1.2004 | -0.0211 | -1.1793 | 0 | 0.342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3122696 | -189186 | -3025377 | -459844818 | -31487403 | -504640510 |
Profit Factor | 0.2914 | 0.88 | 0.2233 | 0.9995 | 3.768 | 0.5804 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 174 | 76 | 98 | 115 | 59 | 56 |
Losing Trades | 57 | 40 | 17 | 116 | 57 | 59 |
Profitability (%) | 75.3247 | 65.5172 | 85.2174 | 49.7836 | 50.8621 | 48.6957 |
Ratio Avg Win / Avg Loss | 0.0955 | 0.4631 | 0.0387 | 1.0082 | 3.6403 | 0.6115 |
Largest Winning Trade | 38237 | 35261 | 38237 | 138292186 | 121008998 | 138292186 |
Largest Losing Trade | -2534816 | -58081 | -2534816 | -369699811 | -16179954 | -369699811 |
Avg Bars in Trades | 39 | 17 | 62 | 39 | 17 | 62 |
Avg Bars in Winners | 21 | 6 | 33 | 38 | 18 | 60 |
Avg Bars in Losers | 93 | 36 | 228 | 40 | 16 | 64 |
Bars Traded | 9149 | 1997 | 7152 | 9149 | 1997 | 7152 |
Profit Streak | 0 | 0 | 123.0018 | 8.2518 | 58.0018 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576286 | -578734 | -574931 | -577313 | 606513 | -581533 |
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{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 190, "scalar": 2 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 190, "scalar": 2 } } }
# | 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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