Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13494128.2448 | 140408.1959 | -13634536.4407 | 100998095.2417 | -10663375.0712 | 111661470.3128 |
Total P&L (%) | -13494.1282 | 140.4082 | -13634.5364 | 100998.0952 | -10663.3751 | 111661.4703 |
Avg Daily Profit (%) | -5.9761 | 0.0622 | -6.0383 | 0.3069 | 0 | 0.3113 |
Buy And Hold Return (%) | 8178.0026 | 8178.0026 | 8178.0026 | 8178.0026 | 8178.0026 | 8178.0026 |
Max Trade Drawdown | -13687546 | -44921 | -13749276 | -81520581 | -44491489 | -64239605 |
Profit Factor | 0.0501 | 1.8298 | 0.0286 | 1.5366 | 0.8818 | 2.1393 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 80 | 41 | 39 | 60 | 30 | 30 |
Losing Trades | 43 | 21 | 22 | 63 | 32 | 31 |
Profitability (%) | 65.0407 | 66.129 | 63.9344 | 48.7805 | 48.3871 | 49.1803 |
Ratio Avg Win / Avg Loss | 0.0269 | 0.9372 | 0.0162 | 1.6134 | 0.9406 | 2.2106 |
Largest Winning Trade | 41320 | 25745 | 41320 | 86763233 | 14414993 | 86763233 |
Largest Losing Trade | -13618339 | -27719 | -13618339 | -21404856 | -21404856 | -15350689 |
Avg Bars in Trades | 70 | 46 | 94 | 70 | 46 | 94 |
Avg Bars in Winners | 40 | 32 | 48 | 60 | 43 | 77 |
Avg Bars in Losers | 125 | 72 | 175 | 79 | 49 | 110 |
Bars Traded | 8619 | 2873 | 5746 | 8619 | 2873 | 5746 |
Profit Streak | 84.1262 | 84.1262 | 87.1262 | 84.1262 | 84.1262 | 87.1262 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577002 | -425704 | -739289 | 465964 | -734220 | -147577 |
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{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
# | 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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