Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7123972.5699 | 155759.9291 | -7279732.499 | 102521371.0322 | 17618755.1127 | 84902615.9195 |
Total P&L (%) | -7123.9726 | 155.7599 | -7279.7325 | 102521.371 | 17618.7551 | 84902.6159 |
Avg Daily Profit (%) | -3.4207 | 0.0748 | -3.4955 | 0.3335 | 0.2489 | 0.3244 |
Buy And Hold Return (%) | 12061.9884 | 12061.9884 | 12061.9884 | 12061.9884 | 12061.9884 | 12061.9884 |
Max Trade Drawdown | -7322047 | -19151 | -7409785 | -33666645 | -11540985 | -28900120 |
Profit Factor | 0.0703 | 6.2855 | 0.0463 | 2.6842 | 1.978 | 2.981 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 48 | 27 | 21 | 28 | 15 | 13 |
Losing Trades | 15 | 5 | 10 | 35 | 17 | 18 |
Profitability (%) | 76.1905 | 84.375 | 67.7419 | 44.4444 | 46.875 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.022 | 1.164 | 0.0221 | 3.3552 | 2.2418 | 4.1275 |
Largest Winning Trade | 30178 | 18427 | 30178 | 49071925 | 6635750 | 49071925 |
Largest Losing Trade | -7261959 | -19151 | -7261959 | -5869358 | -2565101 | -5869358 |
Avg Bars in Trades | 369 | 61 | 687 | 369 | 61 | 687 |
Avg Bars in Winners | 174 | 56 | 326 | 359 | 67 | 696 |
Avg Bars in Losers | 994 | 91 | 1445 | 377 | 56 | 681 |
Bars Traded | 23300 | 1979 | 21321 | 23300 | 1979 | 21321 |
Profit Streak | 104.4832 | 449.0666 | 104.4832 | 104.4832 | 404.3999 | 104.4832 |
Trades During Streak | 3 | 9 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727027 | -245715 | -577957 | -137783 | -10072 | 438456 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 133, "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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