Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392006.5809 | 77871.4107 | 314135.1701 | -4889368.6475 | -1574409.5626 | -3314959.0849 |
Total P&L (%) | 392.0066 | 77.8714 | 314.1352 | -4889.3686 | -1574.4096 | -3314.9591 |
Avg Daily Profit (%) | 0.2574 | 0.0511 | 0.2063 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157446 | -43233 | -145030 | -7719130 | -1966484 | -6755273 |
Profit Factor | 2.2647 | 1.7274 | 2.5481 | 0.5541 | 0.4992 | 0.5762 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 62 | 28 | 34 | 53 | 26 | 27 |
Losing Trades | 17 | 12 | 5 | 26 | 14 | 12 |
Profitability (%) | 78.481 | 70 | 87.1795 | 67.0886 | 65 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.621 | 0.7403 | 0.3747 | 0.2718 | 0.2688 | 0.2561 |
Largest Winning Trade | 39359 | 17887 | 39359 | 613524 | 278721 | 613524 |
Largest Losing Trade | -145030 | -21547 | -145030 | -4249052 | -587154 | -4249052 |
Avg Bars in Trades | 37 | 6 | 68 | 37 | 6 | 68 |
Avg Bars in Winners | 25 | 2 | 44 | 29 | 4 | 53 |
Avg Bars in Losers | 78 | 14 | 231 | 52 | 9 | 102 |
Bars Traded | 2932 | 247 | 2684 | 2932 | 247 | 2684 |
Profit Streak | 4.8119 | 233.8119 | 0 | 0 | 0 | 100.3119 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17122 | -119859 | 517040 | -609562 | -578527 | -577704 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } } }
# | 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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