Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6697995.6624 | 115273.9609 | -6813269.6233 | 363021237.1675 | 64371341.549 | 298649895.6185 |
Total P&L (%) | -6697.9957 | 115.274 | -6813.2696 | 363021.2372 | 64371.3415 | 298649.8956 |
Avg Daily Profit (%) | -2.822 | 0.0486 | -2.8706 | 0.346 | 0.2729 | 0.3377 |
Buy And Hold Return (%) | 669.5547 | 669.5547 | 669.5547 | 669.5547 | 669.5547 | 669.5547 |
Max Trade Drawdown | -7032727 | -23410 | -7037052 | -106191946 | -15681102 | -94009976 |
Profit Factor | 0.0784 | 4.6866 | 0.0585 | 3.2028 | 3.0611 | 3.2359 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 67 | 33 | 34 | 41 | 20 | 21 |
Losing Trades | 12 | 7 | 5 | 38 | 20 | 18 |
Profitability (%) | 84.8101 | 82.5 | 87.1795 | 51.8987 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.014 | 0.9941 | 0.0086 | 2.9685 | 3.0611 | 2.7737 |
Largest Winning Trade | 39708 | 17143 | 39708 | 171845599 | 18562941 | 171845599 |
Largest Losing Trade | -7027768 | -23410 | -7027768 | -23106792 | -4287517 | -23106792 |
Avg Bars in Trades | 106 | 5 | 209 | 106 | 5 | 209 |
Avg Bars in Winners | 53 | 4 | 101 | 86 | 4 | 163 |
Avg Bars in Losers | 401 | 11 | 946 | 127 | 6 | 262 |
Bars Traded | 8393 | 220 | 8173 | 8393 | 220 | 8173 |
Profit Streak | 210.3379 | 210.3379 | 247.5879 | 210.3379 | 210.3379 | 247.5879 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606037 | -283627 | -574701 | -14240 | 568454 | 625971 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "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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