Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -395466.9746 | 89824.2121 | -485291.1867 | 4130737.4479 | 913813.0971 | 3216924.3508 |
Total P&L (%) | -395.467 | 89.8242 | -485.2912 | 4130.7374 | 913.8131 | 3216.9244 |
Avg Daily Profit (%) | -0.2185 | 0.0496 | -0.2682 | 0.2072 | 0.1281 | 0.1937 |
Buy And Hold Return (%) | 931.4365 | 931.4365 | 931.4365 | 931.4365 | 931.4365 | 931.4365 |
Max Trade Drawdown | -767025 | -48599 | -758369 | -3522325 | -1784582 | -2795044 |
Profit Factor | 0.6847 | 1.3922 | 0.5266 | 1.5277 | 1.2725 | 1.7189 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 140 | 66 | 74 | 130 | 61 | 69 |
Losing Trades | 83 | 46 | 37 | 93 | 51 | 42 |
Profitability (%) | 62.7803 | 58.9286 | 66.6667 | 58.296 | 54.4643 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.4059 | 0.9703 | 0.2633 | 1.0929 | 1.0639 | 1.0463 |
Largest Winning Trade | 41949 | 33085 | 41949 | 1303522 | 561240 | 1303522 |
Largest Losing Trade | -379356 | -17190 | -379356 | -2611827 | -1093193 | -2611827 |
Avg Bars in Trades | 21 | 5 | 37 | 21 | 5 | 37 |
Avg Bars in Winners | 10 | 5 | 14 | 15 | 5 | 23 |
Avg Bars in Losers | 40 | 6 | 83 | 30 | 5 | 59 |
Bars Traded | 4776 | 621 | 4155 | 4776 | 621 | 4155 |
Profit Streak | 7.938 | 180.938 | 7.938 | 7.938 | 180.938 | 7.938 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576024 | -290805 | -577743 | 428801 | -185442 | 355445 |
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 126, "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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