Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1236268.7107 | 384101.2689 | -1620369.9796 | -77801531.945 | 92552188.2319 | -170353720.1769 |
Total P&L (%) | -1236.2687 | 384.1013 | -1620.37 | -77801.5319 | 92552.1882 | -170353.7202 |
Avg Daily Profit (%) | -0.545 | 0.1693 | -0.7143 | 0 | 0.3016 | 0 |
Buy And Hold Return (%) | 11122.1581 | 11122.1581 | 11122.1581 | 11122.1581 | 11122.1581 | 11122.1581 |
Max Trade Drawdown | -1584957 | -66989 | -1679753 | -224679973 | -36163268 | -261114811 |
Profit Factor | 0.427 | 2.8345 | 0.1683 | 0.7995 | 1.9156 | 0.4063 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 23 | 20 | 41 | 21 | 20 |
Losing Trades | 38 | 17 | 21 | 40 | 19 | 21 |
Profitability (%) | 53.0864 | 57.5 | 48.7805 | 50.6173 | 52.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3774 | 2.0951 | 0.1767 | 0.78 | 1.7332 | 0.4267 |
Largest Winning Trade | 93313 | 93313 | 40873 | 42900305 | 42900305 | 18642519 |
Largest Losing Trade | -1422045 | -55600 | -1422045 | -177985635 | -21993141 | -177985635 |
Avg Bars in Trades | 79 | 89 | 68 | 79 | 89 | 68 |
Avg Bars in Winners | 78 | 90 | 65 | 92 | 109 | 74 |
Avg Bars in Losers | 79 | 89 | 71 | 65 | 67 | 63 |
Bars Traded | 6411 | 3589 | 2822 | 6411 | 3589 | 2822 |
Profit Streak | 0 | 84.2458 | 0 | 56.5791 | 0 | 86.2458 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596655 | -151449 | -581216 | -596414 | 464251 | -580255 |
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{ "first_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "offset": 159 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "offset": 159 } } }
# | 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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