Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7587248.68 | 157428.873 | -7744677.5531 | 83546290.5977 | 13588362.7636 | 69957927.8342 |
Total P&L (%) | -7587.2487 | 157.4289 | -7744.6776 | 83546.2906 | 13588.3628 | 69957.9278 |
Avg Daily Profit (%) | -3.3376 | 0.0693 | -3.4069 | 0.2965 | 0.2166 | 0.2886 |
Buy And Hold Return (%) | 8450.8346 | 8450.8346 | 8450.8346 | 8450.8346 | 8450.8346 | 8450.8346 |
Max Trade Drawdown | -7807859 | -39492 | -7886534 | -110364173 | -37110515 | -89520988 |
Profit Factor | 0.0785 | 3.1267 | 0.0508 | 1.4064 | 1.2093 | 1.4974 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 120 | 57 | 63 | 78 | 45 | 33 |
Losing Trades | 37 | 22 | 15 | 79 | 34 | 45 |
Profitability (%) | 76.4331 | 72.1519 | 80.7692 | 49.6815 | 56.962 | 42.3077 |
Ratio Avg Win / Avg Loss | 0.0242 | 1.2068 | 0.0121 | 1.4244 | 0.9137 | 2.0419 |
Largest Winning Trade | 28413 | 27882 | 28413 | 59463383 | 20818812 | 59463383 |
Largest Losing Trade | -7784691 | -19489 | -7784691 | -12496914 | -8527541 | -12496914 |
Avg Bars in Trades | 54 | 7 | 102 | 54 | 7 | 102 |
Avg Bars in Winners | 23 | 4 | 41 | 59 | 8 | 128 |
Avg Bars in Losers | 154 | 14 | 359 | 49 | 5 | 83 |
Bars Traded | 8555 | 567 | 7988 | 8555 | 567 | 7988 |
Profit Streak | 113.502 | 196.252 | 113.502 | 113.502 | 196.252 | 113.502 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575103 | -283449 | -610036 | 421936 | -27495 | -25295 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 4 } } }
# | 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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