Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5467884.1378 | 117483.3088 | -5585367.4465 | -12104915.1942 | 20520183.5338 | -32625098.728 |
Total P&L (%) | -5467.8841 | 117.4833 | -5585.3674 | -12104.9152 | 20520.1835 | -32625.0987 |
Avg Daily Profit (%) | -2.7841 | 0.0598 | -2.8439 | 0 | 0.2717 | 0 |
Buy And Hold Return (%) | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 | 1592.9942 |
Max Trade Drawdown | -5707367 | -94040 | -5699844 | -79297334 | -39594261 | -47373347 |
Profit Factor | 0.0977 | 1.5961 | 0.0473 | 0.9199 | 1.3608 | 0.6537 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 34 | 32 | 46 | 25 | 21 |
Losing Trades | 24 | 11 | 13 | 44 | 20 | 24 |
Profitability (%) | 73.3333 | 75.5556 | 71.1111 | 51.1111 | 55.5556 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0355 | 0.5164 | 0.0192 | 0.8799 | 1.0886 | 0.7471 |
Largest Winning Trade | 39451 | 32163 | 39451 | 40850015 | 40850015 | 15565780 |
Largest Losing Trade | -5666721 | -53774 | -5666721 | -37591461 | -10878271 | -37591461 |
Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Winners | 17 | 19 | 15 | 50 | 54 | 45 |
Avg Bars in Losers | 109 | 118 | 102 | 32 | 28 | 35 |
Bars Traded | 3756 | 1946 | 1810 | 3756 | 1946 | 1810 |
Profit Streak | 414.1892 | 0 | 570.1892 | 0 | 564.1892 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576649 | -275221 | -577016 | -580393 | 377125 | -582008 |
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{ "first_band": { "type": "wma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 111, "offset": 0, "scalar": 1 } } }
# | 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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