Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12711043.2267 | 79549.2005 | -12790592.4273 | 38816876.4744 | -1909653.1647 | 40726529.6391 |
Total P&L (%) | -12711.0432 | 79.5492 | -12790.5924 | 38816.8765 | -1909.6532 | 40726.5296 |
Avg Daily Profit (%) | -6.1035 | 0.0382 | -6.1417 | 0.2868 | 0 | 0.2891 |
Buy And Hold Return (%) | 10097.643 | 10097.643 | 10097.643 | 10097.643 | 10097.643 | 10097.643 |
Max Trade Drawdown | -12829604 | -13060 | -266513 | -40221983 | -8035155 | -24437548 |
Profit Factor | 0.0329 | 2.8986 | 0.0238 | 1.5448 | 0.8924 | 1.7614 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 25 | 19 | 36 | 12 | 24 |
Losing Trades | 35 | 15 | 20 | 43 | 28 | 15 |
Profitability (%) | 55.6962 | 62.5 | 48.7179 | 45.5696 | 30 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.0262 | 1.7392 | 0.025 | 1.8452 | 2.0823 | 1.1008 |
Largest Winning Trade | 52770 | 21614 | 52770 | 27312454 | 4880192 | 27312454 |
Largest Losing Trade | -12729108 | -12162 | -12729108 | -12233563 | -1774120 | -12233563 |
Avg Bars in Trades | 292 | 15 | 577 | 292 | 15 | 577 |
Avg Bars in Winners | 206 | 14 | 460 | 291 | 17 | 428 |
Avg Bars in Losers | 400 | 16 | 688 | 294 | 14 | 816 |
Bars Traded | 23133 | 609 | 22524 | 23133 | 609 | 22524 |
Profit Streak | 0 | 0 | 213.8087 | 0 | 0 | 213.8087 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -611317 | -300194 | -579822 | -23890 | -585472 | 424245 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "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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