Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -370990.441 | 63815.3477 | -434805.7888 | 3375067.0867 | 1134009.3946 | 2241057.6921 |
Total P&L (%) | -370.9904 | 63.8153 | -434.8058 | 3375.0671 | 1134.0094 | 2241.0577 |
Avg Daily Profit (%) | -0.2032 | 0.035 | -0.2382 | 0.1946 | 0.1377 | 0.1729 |
Buy And Hold Return (%) | 829.5783 | 829.5783 | 829.5783 | 829.5783 | 829.5783 | 829.5783 |
Max Trade Drawdown | -552330 | -62457 | -540807 | -1432936 | -356336 | -1484194 |
Profit Factor | 0.534 | 1.6415 | 0.3759 | 2.2359 | 2.4019 | 2.166 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 61 | 29 | 32 | 43 | 23 | 20 |
Losing Trades | 12 | 8 | 4 | 30 | 14 | 16 |
Profitability (%) | 83.5616 | 78.3784 | 88.8889 | 58.9041 | 62.1622 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1051 | 0.4528 | 0.047 | 1.5599 | 1.462 | 1.7328 |
Largest Winning Trade | 19034 | 19034 | 18046 | 2122232 | 507003 | 2122232 |
Largest Losing Trade | -463078 | -62457 | -463078 | -750495 | -159891 | -750495 |
Avg Bars in Trades | 40 | 14 | 66 | 40 | 14 | 66 |
Avg Bars in Winners | 17 | 5 | 27 | 34 | 16 | 55 |
Avg Bars in Losers | 157 | 47 | 376 | 47 | 10 | 80 |
Bars Traded | 2925 | 526 | 2399 | 2925 | 526 | 2399 |
Profit Streak | 185.7462 | 185.7462 | 230.2462 | 185.7462 | 185.7462 | 230.2462 |
Trades During Streak | 8 | 4 | 11 | 8 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651050 | -306296 | -574485 | -63268 | -53625 | 389161 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 142, "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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