Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3353881.9243 | 81229.5516 | -3435111.4759 | -197342504.6027 | 58993653.1348 | -256336157.7376 |
Total P&L (%) | -3353.8819 | 81.2296 | -3435.1115 | -197342.5046 | 58993.6531 | -256336.1577 |
Avg Daily Profit (%) | -1.7964 | 0.0435 | -1.8399 | 0 | 0.3424 | 0 |
Buy And Hold Return (%) | 8216.6125 | 8216.6125 | 8216.6125 | 8216.6125 | 8216.6125 | 8216.6125 |
Max Trade Drawdown | -3396435 | -56172 | -3461904 | -485948578 | -44303242 | -444162181 |
Profit Factor | 0.1244 | 1.5935 | 0.07 | 0.6634 | 1.5841 | 0.4718 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 15 | 16 | 30 | 14 | 16 |
Losing Trades | 26 | 14 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.386 | 51.7241 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1044 | 1.4872 | 0.0525 | 0.5971 | 1.6973 | 0.3539 |
Largest Winning Trade | 92210 | 92210 | 68316 | 129751219 | 54968974 | 129751219 |
Largest Losing Trade | -2654967 | -36372 | -2654967 | -417992372 | -30605474 | -417992372 |
Avg Bars in Trades | 181 | 84 | 282 | 181 | 84 | 282 |
Avg Bars in Winners | 145 | 81 | 205 | 163 | 84 | 233 |
Avg Bars in Losers | 224 | 87 | 384 | 201 | 85 | 347 |
Bars Traded | 10353 | 2451 | 7902 | 10353 | 2451 | 7902 |
Profit Streak | 160.4241 | 170.5907 | 160.4241 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758356 | -297559 | -600329 | -759936 | 412583 | -600907 |
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } } }
# | 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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