Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10139082.8069 | -22682.9156 | -10116399.8913 | 159657735.2377 | 45219843.7937 | 114437891.4441 |
Total P&L (%) | -10139.0828 | -22.6829 | -10116.3999 | 159657.7352 | 45219.8438 | 114437.8914 |
Avg Daily Profit (%) | -5.4027 | -0.0121 | -5.3906 | 0.3938 | 0.3264 | 0.376 |
Buy And Hold Return (%) | 12065.9848 | 12065.9848 | 12065.9848 | 12065.9848 | 12065.9848 | 12065.9848 |
Max Trade Drawdown | -10260579 | -89764 | -10193420 | -27204405 | -4994009 | -34961197 |
Profit Factor | 0.0271 | 0.8193 | 0.0174 | 4.1138 | 3.7721 | 4.2733 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 48 | 23 | 25 | 30 | 16 | 14 |
Losing Trades | 11 | 7 | 4 | 29 | 14 | 15 |
Profitability (%) | 81.3559 | 76.6667 | 86.2069 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0062 | 0.2493 | 0.0028 | 3.9767 | 3.3006 | 4.5785 |
Largest Winning Trade | 26632 | 15233 | 26632 | 99074889 | 13443818 | 99074889 |
Largest Losing Trade | -9531042 | -46266 | -9531042 | -16160951 | -4994009 | -16160951 |
Avg Bars in Trades | 82 | 20 | 146 | 82 | 20 | 146 |
Avg Bars in Winners | 19 | 8 | 30 | 99 | 29 | 179 |
Avg Bars in Losers | 357 | 63 | 873 | 65 | 10 | 116 |
Bars Traded | 4879 | 629 | 4250 | 4879 | 629 | 4250 |
Profit Streak | 173.4284 | 173.4284 | 218.0951 | 173.4284 | 173.4284 | 1056.7617 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755288 | -576508 | -574835 | -161581 | 533206 | 630935 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "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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