Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7878020.2372 | -12654.9128 | -7865365.3244 | -1710119.7639 | 9877722.3285 | -11587842.0924 |
Total P&L (%) | -7878.0202 | -12.6549 | -7865.3653 | -1710.1198 | 9877.7223 | -11587.8421 |
Avg Daily Profit (%) | -4.0112 | -0.0064 | -4.0048 | 0 | 0.2346 | 0 |
Buy And Hold Return (%) | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 |
Max Trade Drawdown | -8028080 | -114298 | -7964592 | -17137185 | -4864977 | -18916991 |
Profit Factor | 0.0737 | 0.9572 | 0.0419 | 0.956 | 2.0573 | 0.607 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 101 | 46 | 55 | 87 | 47 | 40 |
Losing Trades | 71 | 40 | 31 | 85 | 39 | 46 |
Profitability (%) | 58.7209 | 53.4884 | 63.9535 | 50.5814 | 54.6512 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.0518 | 0.8323 | 0.0236 | 0.934 | 1.7071 | 0.6981 |
Largest Winning Trade | 33486 | 29826 | 33486 | 7147522 | 7147522 | 5310972 |
Largest Losing Trade | -7867050 | -44079 | -7867050 | -17137185 | -2547007 | -17137185 |
Avg Bars in Trades | 32 | 16 | 49 | 32 | 16 | 49 |
Avg Bars in Winners | 17 | 14 | 19 | 31 | 16 | 49 |
Avg Bars in Losers | 55 | 18 | 102 | 34 | 16 | 49 |
Bars Traded | 5665 | 1406 | 4259 | 5665 | 1406 | 4259 |
Profit Streak | 418.681 | 420.3477 | 418.681 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577784 | -579786 | -578430 | -579801 | 449020 | -582458 |
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{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 141, "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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