Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9439522.1378 | 28918.7805 | -9468440.9182 | 195303284.6792 | 80575901.2287 | 114727383.4506 |
Total P&L (%) | -9439.5221 | 28.9188 | -9468.4409 | 195303.2847 | 80575.9012 | 114727.3835 |
Avg Daily Profit (%) | -5.075 | 0.0155 | -5.0906 | 0.4082 | 0.3605 | 0.3795 |
Buy And Hold Return (%) | 15947.4709 | 15947.4709 | 15947.4709 | 15947.4709 | 15947.4709 | 15947.4709 |
Max Trade Drawdown | -9561118 | -67911 | -9527088 | -62957788 | -9162478 | -62957788 |
Profit Factor | 0.0383 | 1.2236 | 0.0225 | 2.622 | 4.421 | 2.1845 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 61 | 28 | 33 | 31 | 16 | 15 |
Losing Trades | 17 | 11 | 6 | 47 | 23 | 24 |
Profitability (%) | 78.2051 | 71.7949 | 84.6154 | 39.7436 | 41.0256 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0107 | 0.4807 | 0.0041 | 3.9752 | 6.3551 | 3.4952 |
Largest Winning Trade | 20277 | 20014 | 20277 | 125254242 | 27611927 | 125254242 |
Largest Losing Trade | -9074999 | -51131 | -9074999 | -62957788 | -7319663 | -62957788 |
Avg Bars in Trades | 43 | 16 | 70 | 43 | 16 | 70 |
Avg Bars in Winners | 12 | 4 | 19 | 59 | 27 | 93 |
Avg Bars in Losers | 152 | 45 | 348 | 32 | 8 | 56 |
Bars Traded | 3380 | 638 | 2742 | 3380 | 638 | 2742 |
Profit Streak | 154.2135 | 154.2135 | 207.7135 | 154.2135 | 154.2135 | 207.7135 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614657 | -336203 | -575034 | -26984 | 463152 | 383284 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "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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