Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1453998.0302 | 21142.0891 | -1475140.1193 | 22794775.7934 | 12291568.2943 | 10503207.499 |
Total P&L (%) | -1453.998 | 21.1421 | -1475.1401 | 22794.7758 | 12291.5683 | 10503.2075 |
Avg Daily Profit (%) | -0.7736 | 0.0112 | -0.7849 | 0.2895 | 0.2568 | 0.2484 |
Buy And Hold Return (%) | 431.8516 | 431.8516 | 431.8516 | 431.8516 | 431.8516 | 431.8516 |
Max Trade Drawdown | -1599426 | -62797 | -929626 | -31043423 | -1859396 | -34495432 |
Profit Factor | 0.3119 | 1.1846 | 0.2619 | 1.2909 | 2.3355 | 1.1519 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 27 | 32 | 43 | 26 | 17 |
Losing Trades | 34 | 20 | 14 | 50 | 21 | 29 |
Profitability (%) | 63.4409 | 57.4468 | 69.5652 | 46.2366 | 55.3191 | 36.9565 |
Ratio Avg Win / Avg Loss | 0.1798 | 0.8775 | 0.1146 | 1.5011 | 1.8863 | 1.965 |
Largest Winning Trade | 49628 | 28861 | 49628 | 19925149 | 4101969 | 19925149 |
Largest Losing Trade | -701150 | -19217 | -701150 | -9453317 | -1159971 | -9453317 |
Avg Bars in Trades | 38 | 1 | 75 | 38 | 1 | 75 |
Avg Bars in Winners | 27 | 1 | 50 | 34 | 2 | 84 |
Avg Bars in Losers | 56 | 2 | 133 | 41 | 1 | 70 |
Bars Traded | 3568 | 84 | 3484 | 3568 | 84 | 3484 |
Profit Streak | 14.4685 | 66.4685 | 0 | 14.4685 | 66.4685 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577918 | -360859 | -578168 | 335462 | 524792 | -48874 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 7, "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) |
---|