Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -510793.8506 | 914838.6926 | -1425632.5432 | 425221108.3098 | -452499851.2228 | 877720959.5325 |
Total P&L (%) | -510.7939 | 914.8387 | -1425.6325 | 425221.1083 | -452499.8512 | 877720.9595 |
Avg Daily Profit (%) | -0.2251 | 0.4031 | -0.6282 | 0.3689 | 0 | 0.4009 |
Buy And Hold Return (%) | 10078.8888 | 10078.8888 | 10078.8888 | 10078.8888 | 10078.8888 | 10078.8888 |
Max Trade Drawdown | -1512949 | -67338 | -1510306 | -588062001 | -656404173 | -205673585 |
Profit Factor | 0.7466 | 4.8393 | 0.198 | 1.3138 | 0.5415 | 3.3826 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 91 | 47 | 44 | 69 | 37 | 32 |
Losing Trades | 66 | 31 | 35 | 88 | 41 | 47 |
Profitability (%) | 57.9618 | 60.2564 | 55.6962 | 43.949 | 47.4359 | 40.5063 |
Ratio Avg Win / Avg Loss | 0.5415 | 3.1919 | 0.1575 | 1.6755 | 0.6 | 4.9681 |
Largest Winning Trade | 575962 | 575962 | 46240 | 966049010 | 100768949 | 966049010 |
Largest Losing Trade | -1510306 | -56719 | -1510306 | -253478797 | -253478797 | -72375861 |
Avg Bars in Trades | 40 | 51 | 30 | 40 | 51 | 30 |
Avg Bars in Winners | 36 | 46 | 25 | 41 | 48 | 33 |
Avg Bars in Losers | 47 | 59 | 35 | 40 | 53 | 28 |
Bars Traded | 6403 | 4006 | 2396 | 6403 | 4006 | 2396 |
Profit Streak | 0 | 14.4038 | 0 | 0 | 14.4038 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578923 | -180585 | -606997 | 332266 | -615641 | -14426 |
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{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 167 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 167 } } }
# | 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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