Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10503669.2646 | 46157.9977 | -10549827.2623 | 296888803.9624 | -92160583.2454 | 389049387.2078 |
Total P&L (%) | -10503.6693 | 46.158 | -10549.8273 | 296888.804 | -92160.5832 | 389049.3872 |
Avg Daily Profit (%) | -4.4517 | 0.0196 | -4.4712 | 0.3395 | 0 | 0.351 |
Buy And Hold Return (%) | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 |
Max Trade Drawdown | -10702493 | -38687 | -10702493 | -276561290 | -137980961 | -254918101 |
Profit Factor | 0.0534 | 1.3466 | 0.0377 | 1.3735 | 0.6843 | 1.7736 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 101 | 45 | 56 | 49 | 25 | 24 |
Losing Trades | 20 | 16 | 4 | 72 | 36 | 36 |
Profitability (%) | 83.4711 | 73.7705 | 93.3333 | 40.4959 | 40.9836 | 40 |
Ratio Avg Win / Avg Loss | 0.0106 | 0.4788 | 0.0027 | 2.0183 | 0.9853 | 2.6604 |
Largest Winning Trade | 33684 | 15868 | 33684 | 550162757 | 46952142 | 550162757 |
Largest Losing Trade | -10702493 | -38687 | -10702493 | -209578356 | -66708666 | -209578356 |
Avg Bars in Trades | 69 | 17 | 122 | 69 | 17 | 122 |
Avg Bars in Winners | 39 | 6 | 65 | 71 | 21 | 122 |
Avg Bars in Losers | 220 | 48 | 907 | 68 | 14 | 121 |
Bars Traded | 8396 | 1075 | 7321 | 8396 | 1075 | 7321 |
Profit Streak | 154.2433 | 154.2433 | 235.2433 | 154.2433 | 154.2433 | 235.2433 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574988 | -491544 | -743323 | 304673 | -745389 | -159205 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 209, "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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