Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2131618.121 | 89586.1744 | -2221204.2954 | -4242267.0978 | -37327793.0798 | 33085525.9819 |
Total P&L (%) | -2131.6181 | 89.5862 | -2221.2043 | -4242.2671 | -37327.7931 | 33085.526 |
Avg Daily Profit (%) | -1.1494 | 0.0483 | -1.1977 | 0 | 0 | 0.3135 |
Buy And Hold Return (%) | 5928.8173 | 5928.8173 | 5928.8173 | 5928.8173 | 5928.8173 | 5928.8173 |
Max Trade Drawdown | -2308917 | -85006 | -2327116 | -75351299 | -43513433 | -48654321 |
Profit Factor | 0.2865 | 1.3532 | 0.1876 | 0.9741 | 0.5184 | 1.3839 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 128 | 61 | 67 | 105 | 47 | 58 |
Losing Trades | 45 | 26 | 19 | 68 | 40 | 28 |
Profitability (%) | 73.9884 | 70.1149 | 77.907 | 60.6936 | 54.023 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.1007 | 0.5768 | 0.0532 | 0.6308 | 0.4412 | 0.6681 |
Largest Winning Trade | 45149 | 45149 | 29549 | 30997304 | 4362971 | 30997304 |
Largest Losing Trade | -1589678 | -42281 | -1589678 | -31632258 | -26534300 | -31632258 |
Avg Bars in Trades | 20 | 9 | 32 | 20 | 9 | 32 |
Avg Bars in Winners | 9 | 4 | 14 | 17 | 7 | 26 |
Avg Bars in Losers | 52 | 19 | 97 | 25 | 11 | 44 |
Bars Traded | 3590 | 791 | 2798 | 3590 | 791 | 2798 |
Profit Streak | 37.8726 | 91.8726 | 0 | 0 | 0 | 79.8726 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575939 | -291230 | -577206 | -578207 | -580300 | 351489 |
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{ "first_band": { "type": "kcb", "factors": { "length": 3, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 27, "offset": 37, "scalar": 1 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 3, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 27, "offset": 37, "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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