Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1446846.3723 | -20362.6159 | -1426483.7563 | 700654.8426 | -7875812.5482 | 8576467.3909 |
Total P&L (%) | -1446.8464 | -20.3626 | -1426.4838 | 700.6548 | -7875.8125 | 8576.4674 |
Avg Daily Profit (%) | -0.7707 | -0.0108 | -0.7598 | 0.1109 | 0 | 0.238 |
Buy And Hold Return (%) | 219.359 | 219.359 | 219.359 | 219.359 | 219.359 | 219.359 |
Max Trade Drawdown | -1567808 | -153661 | -1500402 | -12944986 | -12204116 | -2431779 |
Profit Factor | 0.2992 | 0.9339 | 0.1879 | 1.0334 | 0.475 | 2.4331 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 144 | 68 | 76 | 136 | 63 | 73 |
Losing Trades | 38 | 23 | 15 | 46 | 28 | 18 |
Profitability (%) | 79.1209 | 74.7253 | 83.5165 | 74.7253 | 69.2308 | 80.2198 |
Ratio Avg Win / Avg Loss | 0.079 | 0.3159 | 0.0371 | 0.3495 | 0.2111 | 0.5999 |
Largest Winning Trade | 18278 | 18278 | 15246 | 6685939 | 1060890 | 6685939 |
Largest Losing Trade | -1244789 | -62602 | -1244789 | -8396527 | -8396527 | -1674182 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 9 | 7 | 10 | 13 | 9 | 16 |
Avg Bars in Losers | 107 | 92 | 130 | 79 | 73 | 88 |
Bars Traded | 5449 | 2663 | 2786 | 5449 | 2663 | 2786 |
Profit Streak | 0 | 38.8283 | 0 | 0 | 38.8283 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575772 | -575821 | -576580 | -228532 | -576533 | 507525 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "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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