Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2261767.4657 | 1453.9733 | -2263221.439 | -19261282.4267 | 7398763.2826 | -26660045.7093 |
Total P&L (%) | -2261.7675 | 1.454 | -2263.2214 | -19261.2824 | 7398.7633 | -26660.0457 |
Avg Daily Profit (%) | -1.2625 | 0.0008 | -1.2633 | 0 | 0.2413 | 0 |
Buy And Hold Return (%) | 351.4989 | 351.4989 | 351.4989 | 351.4989 | 351.4989 | 351.4989 |
Max Trade Drawdown | -2515439 | -119828 | -2495068 | -71307749 | -7588267 | -75793755 |
Profit Factor | 0.2281 | 1.0059 | 0.1564 | 0.8384 | 1.2944 | 0.7166 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 51 | 24 | 27 | 44 | 25 | 19 |
Losing Trades | 42 | 23 | 19 | 49 | 22 | 27 |
Profitability (%) | 54.8387 | 51.0638 | 58.6957 | 47.3118 | 53.1915 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.1879 | 0.964 | 0.1101 | 0.9337 | 1.1391 | 1.0183 |
Largest Winning Trade | 62205 | 44115 | 62205 | 36131129 | 6264797 | 36131129 |
Largest Losing Trade | -1244098 | -31587 | -1244098 | -38927330 | -6068726 | -38927330 |
Avg Bars in Trades | 111 | 47 | 178 | 111 | 47 | 178 |
Avg Bars in Winners | 118 | 49 | 180 | 86 | 46 | 138 |
Avg Bars in Losers | 103 | 45 | 174 | 134 | 47 | 206 |
Bars Traded | 10408 | 2219 | 8189 | 10408 | 2219 | 8189 |
Profit Streak | 58.9654 | 102.2987 | 58.9654 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578389 | -571654 | -578599 | -581575 | 321660 | -582419 |
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 194, "offset": 0 } } }
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# | 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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