Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -505311.9884 | -28496.0363 | -476815.9521 | 4203740.1242 | 208354.4519 | 3995385.6723 |
Total P&L (%) | -505.312 | -28.496 | -476.816 | 4203.7401 | 208.3545 | 3995.3857 |
Avg Daily Profit (%) | -0.2776 | -0.0157 | -0.2619 | 0.2069 | 0.0619 | 0.2041 |
Buy And Hold Return (%) | 245.9503 | 245.9503 | 245.9503 | 245.9503 | 245.9503 | 245.9503 |
Max Trade Drawdown | -668678 | -97431 | -622211 | -998602 | -808812 | -1234669 |
Profit Factor | 0.4554 | 0.8264 | 0.3757 | 2.2708 | 1.1061 | 3.9704 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 82 | 35 | 47 | 54 | 27 | 27 |
Losing Trades | 23 | 18 | 5 | 51 | 26 | 25 |
Profitability (%) | 78.0952 | 66.0377 | 90.3846 | 51.4286 | 50.9434 | 51.9231 |
Ratio Avg Win / Avg Loss | 0.1277 | 0.425 | 0.04 | 2.1446 | 1.0652 | 3.6763 |
Largest Winning Trade | 27725 | 16900 | 27725 | 2663395 | 389625 | 2663395 |
Largest Losing Trade | -437524 | -49877 | -437524 | -660066 | -452041 | -660066 |
Avg Bars in Trades | 28 | 14 | 42 | 28 | 14 | 42 |
Avg Bars in Winners | 15 | 5 | 22 | 33 | 19 | 48 |
Avg Bars in Losers | 75 | 31 | 233 | 22 | 9 | 36 |
Bars Traded | 2988 | 761 | 2227 | 2988 | 761 | 2227 |
Profit Streak | 170.0925 | 170.0925 | 480.5925 | 170.0925 | 170.0925 | 722.0925 |
Trades During Streak | 4 | 2 | 18 | 4 | 2 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574918 | -757508 | -754376 | 523598 | -558536 | -163158 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "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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