Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7749112.1355 | 15476.8567 | -7764588.9922 | 79670521.0831 | 18182497.555 | 61488023.5281 |
Total P&L (%) | -7749.1121 | 15.4769 | -7764.589 | 79670.5211 | 18182.4976 | 61488.0235 |
Avg Daily Profit (%) | -3.7196 | 0.0074 | -3.727 | 0.3212 | 0.2503 | 0.3088 |
Buy And Hold Return (%) | 351.6967 | 351.6967 | 351.6967 | 351.6967 | 351.6967 | 351.6967 |
Max Trade Drawdown | -7922339 | -56821 | -294808 | -13958482 | -1832952 | -12284541 |
Profit Factor | 0.0593 | 1.2004 | 0.0485 | 2.4691 | 3.7074 | 2.2941 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 16 | 21 | 45 | 27 | 18 |
Losing Trades | 32 | 19 | 13 | 24 | 8 | 16 |
Profitability (%) | 53.6232 | 45.7143 | 61.7647 | 65.2174 | 77.1429 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.0513 | 1.4254 | 0.03 | 1.3169 | 1.0985 | 2.0392 |
Largest Winning Trade | 39378 | 25488 | 39378 | 33242573 | 6250066 | 33242573 |
Largest Losing Trade | -7702630 | -10689 | -7702630 | -12284541 | -1673940 | -12284541 |
Avg Bars in Trades | 352 | 24 | 689 | 352 | 24 | 689 |
Avg Bars in Winners | 291 | 25 | 493 | 210 | 23 | 490 |
Avg Bars in Losers | 423 | 24 | 1006 | 619 | 31 | 913 |
Bars Traded | 24329 | 870 | 23459 | 24329 | 870 | 23459 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686308 | -350602 | -579270 | -91358 | 647656 | 493176 |
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 5 } } }
# | 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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