Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -928274.5155 | 647290.2465 | -1575564.762 | 950188960.7523 | -718953097.7135 | 1669142058.4658 |
Total P&L (%) | -928.2745 | 647.2902 | -1575.5648 | 950188.9608 | -718953.0977 | 1669142.0585 |
Avg Daily Profit (%) | -0.4091 | 0.2853 | -0.6944 | 0.4045 | 0 | 0.4294 |
Buy And Hold Return (%) | 10598.1238 | 10598.1238 | 10598.1238 | 10598.1238 | 10598.1238 | 10598.1238 |
Max Trade Drawdown | -1693303 | -61778 | -1707883 | -1137798196 | -913959541 | -370358393 |
Profit Factor | 0.5659 | 4.8731 | 0.2008 | 1.4614 | 0.5374 | 4.3026 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 74 | 37 | 37 | 54 | 27 | 27 |
Losing Trades | 44 | 22 | 22 | 64 | 32 | 32 |
Profitability (%) | 62.7119 | 62.7119 | 62.7119 | 45.7627 | 45.7627 | 45.7627 |
Ratio Avg Win / Avg Loss | 0.3365 | 2.8975 | 0.1194 | 1.732 | 0.6369 | 5.0994 |
Largest Winning Trade | 235686 | 235686 | 44202 | 1681968568 | 332661953 | 1681968568 |
Largest Losing Trade | -1656001 | -34844 | -1656001 | -519788069 | -519788069 | -95299221 |
Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
Avg Bars in Winners | 42 | 51 | 34 | 67 | 74 | 61 |
Avg Bars in Losers | 71 | 77 | 64 | 41 | 49 | 32 |
Bars Traded | 6303 | 3611 | 2692 | 6303 | 3611 | 2692 |
Profit Streak | 0 | 0 | 248.3577 | 0 | 0 | 484.0244 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578816 | -324341 | -754839 | 382750 | -759106 | -159691 |
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 192 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 192 } } }
# | 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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