Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5084144.0485 | 294044.4879 | -5378188.5364 | 1779548.2154 | -87883842.9938 | 89663391.2092 |
Total P&L (%) | -5084.144 | 294.0445 | -5378.1885 | 1779.5482 | -87883.843 | 89663.3912 |
Avg Daily Profit (%) | -2.2531 | 0.1303 | -2.3834 | 0.1301 | 0 | 0.3018 |
Buy And Hold Return (%) | 8987.5807 | 8987.5807 | 8987.5807 | 8987.5807 | 8987.5807 | 8987.5807 |
Max Trade Drawdown | -5443638 | -45755 | -5452809 | -221483953 | -101301960 | -134089988 |
Profit Factor | 0.1217 | 3.9198 | 0.0544 | 1.0056 | 0.3696 | 1.5078 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 19 | 22 | 29 | 15 | 14 |
Losing Trades | 21 | 12 | 9 | 33 | 16 | 17 |
Profitability (%) | 66.129 | 61.2903 | 70.9677 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.0623 | 2.4757 | 0.0223 | 1.1443 | 0.3942 | 1.8309 |
Largest Winning Trade | 58364 | 58364 | 40894 | 234581007 | 25515464 | 234581007 |
Largest Losing Trade | -5443638 | -23826 | -5443638 | -35471519 | -35471519 | -31322821 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 50 | 63 | 39 | 56 | 52 | 60 |
Avg Bars in Losers | 98 | 45 | 169 | 75 | 59 | 90 |
Bars Traded | 4140 | 1746 | 2394 | 4140 | 1746 | 2394 |
Profit Streak | 105.7752 | 105.7752 | 195.2752 | 105.7752 | 105.7752 | 195.2752 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736228 | -175849 | -577124 | -557839 | -580883 | 375350 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 147, "offset": 0, "scalar": 3 } } }
# | 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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