Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8620972.8785 | 147863.1426 | -8768836.0212 | 61502168.5289 | 1659114.3773 | 59843054.1516 |
Total P&L (%) | -8620.9729 | 147.8631 | -8768.836 | 61502.1685 | 1659.1144 | 59843.0542 |
Avg Daily Profit (%) | -3.8048 | 0.0653 | -3.87 | 0.2839 | 0.1266 | 0.2827 |
Buy And Hold Return (%) | 8806.8232 | 8806.8232 | 8806.8232 | 8806.8232 | 8806.8232 | 8806.8232 |
Max Trade Drawdown | -8873614 | -43131 | -8893878 | -81132299 | -28819268 | -69827247 |
Profit Factor | 0.0721 | 2.4972 | 0.0461 | 1.3841 | 1.0283 | 1.59 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 148 | 70 | 78 | 76 | 42 | 34 |
Losing Trades | 39 | 24 | 15 | 111 | 52 | 59 |
Profitability (%) | 79.1444 | 74.4681 | 83.871 | 40.6417 | 44.6809 | 36.5591 |
Ratio Avg Win / Avg Loss | 0.019 | 0.8562 | 0.0089 | 2.0215 | 1.2731 | 2.7592 |
Largest Winning Trade | 27882 | 27882 | 27087 | 47814111 | 19157347 | 47814111 |
Largest Losing Trade | -8801504 | -24225 | -8801504 | -6990180 | -4820442 | -6990180 |
Avg Bars in Trades | 68 | 10 | 127 | 68 | 10 | 127 |
Avg Bars in Winners | 26 | 5 | 45 | 81 | 14 | 163 |
Avg Bars in Losers | 228 | 23 | 556 | 60 | 7 | 106 |
Bars Traded | 12830 | 979 | 11852 | 12830 | 979 | 11852 |
Profit Streak | 103.715 | 179.715 | 103.715 | 103.715 | 179.715 | 103.715 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574665 | -264783 | -575979 | 329321 | -379468 | 237718 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 190, "offset": 154, "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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