Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2707305.6699 | 4004.6755 | -2711310.3454 | 1933144.977 | 33395025.8564 | -31461880.8793 |
Total P&L (%) | -2707.3057 | 4.0047 | -2711.3103 | 1933.145 | 33395.0259 | -31461.8809 |
Avg Daily Profit (%) | -1.3248 | 0.002 | -1.3268 | 0.1475 | 0.2849 | 0 |
Buy And Hold Return (%) | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 | 4600.2688 |
Max Trade Drawdown | -2838940 | -99325 | -2813688 | -77992201 | -18596962 | -70975149 |
Profit Factor | 0.1605 | 1.0188 | 0.0999 | 1.0172 | 2.1788 | 0.6246 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 17 | 21 | 40 | 18 | 22 |
Losing Trades | 27 | 15 | 12 | 25 | 14 | 11 |
Profitability (%) | 58.4615 | 53.125 | 63.6364 | 61.5385 | 56.25 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1141 | 0.8989 | 0.0571 | 0.6358 | 1.6947 | 0.3123 |
Largest Winning Trade | 38166 | 23980 | 38166 | 53215660 | 53215660 | 23998265 |
Largest Losing Trade | -1963158 | -76968 | -1963158 | -43971269 | -9024491 | -43971269 |
Avg Bars in Trades | 58 | 45 | 70 | 58 | 45 | 70 |
Avg Bars in Winners | 22 | 22 | 22 | 53 | 53 | 54 |
Avg Bars in Losers | 108 | 71 | 154 | 65 | 36 | 102 |
Bars Traded | 3782 | 1459 | 2323 | 3782 | 1459 | 2323 |
Profit Streak | 274.4851 | 0 | 274.9851 | 274.4851 | 0 | 274.9851 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715092 | -557106 | -578446 | -498631 | 492721 | -578053 |
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{ "first_band": { "type": "pwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "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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