Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8884663.7781 | 85831.7884 | -8970495.5664 | 71536785.8677 | -11817658.971 | 83354444.8387 |
Total P&L (%) | -8884.6638 | 85.8318 | -8970.4956 | 71536.7859 | -11817.659 | 83354.4448 |
Avg Daily Profit (%) | -3.9157 | 0.0378 | -3.9535 | 0.2902 | 0 | 0.2969 |
Buy And Hold Return (%) | 8982.1983 | 8982.1983 | 8982.1983 | 8982.1983 | 8982.1983 | 8982.1983 |
Max Trade Drawdown | -9021576 | -38696 | -9077886 | -50558751 | -23277656 | -45355291 |
Profit Factor | 0.0604 | 1.7128 | 0.039 | 1.5657 | 0.7679 | 2.1035 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 82 | 37 | 45 | 54 | 30 | 24 |
Losing Trades | 35 | 22 | 13 | 63 | 29 | 34 |
Profitability (%) | 70.0855 | 62.7119 | 77.5862 | 46.1538 | 50.8475 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0258 | 1.0184 | 0.0113 | 1.8267 | 0.7423 | 2.98 |
Largest Winning Trade | 32627 | 32627 | 25838 | 75091099 | 7450375 | 75091099 |
Largest Losing Trade | -8896327 | -18889 | -8896327 | -8342286 | -4568951 | -8342286 |
Avg Bars in Trades | 36 | 11 | 61 | 36 | 11 | 61 |
Avg Bars in Winners | 20 | 9 | 29 | 34 | 12 | 62 |
Avg Bars in Losers | 74 | 16 | 174 | 38 | 11 | 61 |
Bars Traded | 4289 | 698 | 3591 | 4289 | 698 | 3591 |
Profit Streak | 83.8173 | 86.3173 | 0 | 83.8173 | 86.3173 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577305 | -480208 | -757257 | 396004 | -756512 | -170541 |
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{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 2 } } }
# | 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) |
---|