Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8838332.0064 | 204325.0635 | -9042657.0698 | 170432218.1464 | -113225249.5945 | 283657467.7409 |
Total P&L (%) | -8838.332 | 204.3251 | -9042.6571 | 170432.2181 | -113225.2496 | 283657.4677 |
Avg Daily Profit (%) | -3.9134 | 0.0905 | -4.0038 | 0.33 | 0 | 0.3527 |
Buy And Hold Return (%) | 9627.0876 | 9627.0876 | 9627.0876 | 9627.0876 | 9627.0876 | 9627.0876 |
Max Trade Drawdown | -9037832 | -56378 | -9112887 | -225142084 | -175741775 | -128756955 |
Profit Factor | 0.0713 | 2.0958 | 0.0308 | 1.346 | 0.6347 | 2.5533 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 30 | 34 | 50 | 29 | 21 |
Losing Trades | 50 | 27 | 23 | 64 | 28 | 36 |
Profitability (%) | 56.1404 | 52.6316 | 59.6491 | 43.8596 | 50.8772 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.0557 | 1.8863 | 0.0209 | 1.7229 | 0.6128 | 4.3771 |
Largest Winning Trade | 95238 | 95238 | 40551 | 301618003 | 65092716 | 301618003 |
Largest Losing Trade | -9026813 | -35222 | -9026813 | -65589217 | -65589217 | -29149775 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 24 | 32 | 17 | 44 | 47 | 38 |
Avg Bars in Losers | 52 | 45 | 61 | 31 | 29 | 33 |
Bars Traded | 4227 | 2225 | 2002 | 4227 | 2225 | 2002 |
Profit Streak | 39.6151 | 75.6151 | 0 | 39.6151 | 75.6151 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579131 | -412722 | -759582 | 327150 | -759754 | -171239 |
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{ "first_band": { "type": "kcb", "factors": { "length": 12, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 145 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 12, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 145 } } }
# | 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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