Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2461812.445 | 72666.8596 | -2534479.3045 | -6449955.6669 | -110071738.9447 | 103621783.2779 |
Total P&L (%) | -2461.8124 | 72.6669 | -2534.4793 | -6449.9557 | -110071.7389 | 103621.7833 |
Avg Daily Profit (%) | -1.3197 | 0.039 | -1.3586 | 0 | 0 | 0.3729 |
Buy And Hold Return (%) | 6583.0962 | 6583.0962 | 6583.0962 | 6583.0962 | 6583.0962 | 6583.0962 |
Max Trade Drawdown | -2715240 | -129027 | -2678785 | -167544494 | -126290154 | -71042227 |
Profit Factor | 0.2496 | 1.2893 | 0.1634 | 0.9806 | 0.3847 | 1.6736 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 126 | 62 | 64 | 89 | 39 | 50 |
Losing Trades | 57 | 30 | 27 | 94 | 53 | 41 |
Profitability (%) | 68.8525 | 67.3913 | 70.3297 | 48.6339 | 42.3913 | 54.9451 |
Ratio Avg Win / Avg Loss | 0.1129 | 0.6238 | 0.069 | 1.0357 | 0.5228 | 1.3723 |
Largest Winning Trade | 41057 | 41057 | 21254 | 69515818 | 12259555 | 69515818 |
Largest Losing Trade | -1697709 | -43994 | -1697709 | -53130754 | -50118244 | -53130754 |
Avg Bars in Trades | 117 | 47 | 188 | 117 | 47 | 188 |
Avg Bars in Winners | 54 | 24 | 83 | 116 | 37 | 178 |
Avg Bars in Losers | 256 | 94 | 436 | 118 | 54 | 200 |
Bars Traded | 21520 | 4369 | 17151 | 21520 | 4369 | 17151 |
Profit Streak | 48.7068 | 185.6234 | 0 | 0 | 0 | 91.5401 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576813 | -304525 | -578175 | -578684 | -584045 | 448697 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 190, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 190, "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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