Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -461899.4128 | 39458.6362 | -501358.049 | 6572181.9777 | -78560.9557 | 6650742.9334 |
Total P&L (%) | -461.8994 | 39.4586 | -501.358 | 6572.182 | -78.561 | 6650.7429 |
Avg Daily Profit (%) | -0.2537 | 0.0217 | -0.2754 | 0.231 | -0.0845 | 0.2316 |
Buy And Hold Return (%) | 725.4011 | 725.4011 | 725.4011 | 725.4011 | 725.4011 | 725.4011 |
Max Trade Drawdown | -629500 | -60603 | -619202 | -3691728 | -2104998 | -4066723 |
Profit Factor | 0.5257 | 1.2462 | 0.3837 | 1.5601 | 0.9829 | 1.9311 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 105 | 48 | 57 | 55 | 26 | 29 |
Losing Trades | 24 | 17 | 7 | 74 | 39 | 35 |
Profitability (%) | 81.3953 | 73.8462 | 89.0625 | 42.6357 | 40 | 45.3125 |
Ratio Avg Win / Avg Loss | 0.1202 | 0.4414 | 0.0471 | 2.099 | 1.4743 | 2.3306 |
Largest Winning Trade | 34128 | 34128 | 17692 | 8284813 | 1297453 | 8284813 |
Largest Losing Trade | -490823 | -59314 | -490823 | -2441743 | -888739 | -2441743 |
Avg Bars in Trades | 34 | 19 | 50 | 34 | 19 | 50 |
Avg Bars in Winners | 15 | 6 | 23 | 39 | 24 | 51 |
Avg Bars in Losers | 119 | 57 | 270 | 31 | 15 | 49 |
Bars Traded | 4502 | 1260 | 3242 | 4502 | 1260 | 3242 |
Profit Streak | 158.4039 | 158.4039 | 225.7372 | 158.4039 | 158.4039 | 225.7372 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574633 | -458527 | -713759 | 362333 | -713298 | -127876 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 4 } } }
# | 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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