Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1554624.7103 | 63150.7356 | -1617775.4459 | 422728.6225 | 13012422.518 | -12589693.8955 |
Total P&L (%) | -1554.6247 | 63.1507 | -1617.7754 | 422.7286 | 13012.4225 | -12589.6939 |
Avg Daily Profit (%) | -0.8266 | 0.0336 | -0.8602 | 0.088 | 0.2596 | 0 |
Buy And Hold Return (%) | 4869.9779 | 4869.9779 | 4869.9779 | 4869.9779 | 4869.9779 | 4869.9779 |
Max Trade Drawdown | -1703820 | -124234 | -1693621 | -21828616 | -5238806 | -20721296 |
Profit Factor | 0.3809 | 1.1982 | 0.2622 | 1.0092 | 2.1127 | 0.6306 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 264 | 123 | 141 | 162 | 81 | 81 |
Losing Trades | 75 | 47 | 28 | 177 | 89 | 88 |
Profitability (%) | 77.8761 | 72.3529 | 83.432 | 47.7876 | 47.6471 | 47.929 |
Ratio Avg Win / Avg Loss | 0.1082 | 0.4579 | 0.0521 | 1.1027 | 2.3213 | 0.685 |
Largest Winning Trade | 29515 | 29515 | 24583 | 9197195 | 9197195 | 5049791 |
Largest Losing Trade | -797833 | -48390 | -797833 | -9567458 | -515892 | -9567458 |
Avg Bars in Trades | 32 | 16 | 48 | 32 | 16 | 48 |
Avg Bars in Winners | 11 | 6 | 16 | 31 | 18 | 43 |
Avg Bars in Losers | 106 | 43 | 210 | 33 | 15 | 53 |
Bars Traded | 11108 | 2876 | 8231 | 11108 | 2876 | 8231 |
Profit Streak | 5.8643 | 5.8643 | 11.6976 | 5.8643 | 5.8643 | 11.6976 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574220 | -313727 | -574859 | -449562 | 344148 | -580165 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "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) |
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