Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6632486.9179 | 143444.6502 | -6775931.568 | 79397932.8225 | 9534182.2625 | 69863750.5599 |
Total P&L (%) | -6632.4869 | 143.4447 | -6775.9316 | 79397.9328 | 9534.1823 | 69863.7506 |
Avg Daily Profit (%) | -2.9347 | 0.0635 | -2.9982 | 0.2959 | 0.2023 | 0.2903 |
Buy And Hold Return (%) | 8878.3204 | 8878.3204 | 8878.3204 | 8878.3204 | 8878.3204 | 8878.3204 |
Max Trade Drawdown | -6809867 | -18544 | -6902129 | -36234681 | -9223994 | -29136052 |
Profit Factor | 0.0782 | 4.4447 | 0.0527 | 2.0979 | 1.4629 | 2.3508 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 64 | 32 | 32 | 38 | 21 | 17 |
Losing Trades | 25 | 13 | 12 | 51 | 24 | 27 |
Profitability (%) | 71.9101 | 71.1111 | 72.7273 | 42.6966 | 46.6667 | 38.6364 |
Ratio Avg Win / Avg Loss | 0.0305 | 1.8057 | 0.0198 | 2.8156 | 1.6719 | 3.7336 |
Largest Winning Trade | 35414 | 35414 | 29363 | 41700827 | 5706694 | 41700827 |
Largest Losing Trade | -6737289 | -15738 | -6737289 | -5181323 | -2293677 | -5181323 |
Avg Bars in Trades | 95 | 9 | 183 | 95 | 9 | 183 |
Avg Bars in Winners | 48 | 10 | 86 | 109 | 8 | 233 |
Avg Bars in Losers | 216 | 8 | 440 | 85 | 10 | 151 |
Bars Traded | 8500 | 442 | 8058 | 8500 | 442 | 8058 |
Profit Streak | 81.5948 | 155.8448 | 0 | 81.5948 | 155.8448 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576864 | -262911 | -577773 | 388881 | -132923 | 321324 |
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{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 100, "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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