Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10347491.4298 | 23693.1073 | -10371184.5371 | 187063278.8701 | -37305104.1571 | 224368383.0273 |
Total P&L (%) | -10347.4914 | 23.6931 | -10371.1845 | 187063.2789 | -37305.1042 | 224368.383 |
Avg Daily Profit (%) | -4.3855 | 0.01 | -4.3955 | 0.3198 | 0 | 0.3276 |
Buy And Hold Return (%) | 470.3048 | 470.3048 | 470.3048 | 470.3048 | 470.3048 | 470.3048 |
Max Trade Drawdown | -10525378 | -44393 | -10509329 | -150716458 | -77521312 | -145807326 |
Profit Factor | 0.0548 | 1.1429 | 0.038 | 1.3978 | 0.7881 | 1.7627 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 107 | 47 | 60 | 57 | 31 | 26 |
Losing Trades | 34 | 24 | 10 | 84 | 40 | 44 |
Profitability (%) | 75.8865 | 66.1972 | 85.7143 | 40.4255 | 43.662 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.0174 | 0.5836 | 0.0063 | 2.06 | 1.0169 | 2.983 |
Largest Winning Trade | 28815 | 20334 | 28815 | 309687647 | 31206722 | 309687647 |
Largest Losing Trade | -10493266 | -41703 | -10493266 | -123700050 | -43934193 | -123700050 |
Avg Bars in Trades | 59 | 14 | 105 | 59 | 14 | 105 |
Avg Bars in Winners | 39 | 5 | 66 | 56 | 15 | 104 |
Avg Bars in Losers | 122 | 31 | 342 | 61 | 12 | 106 |
Bars Traded | 8396 | 1007 | 7389 | 8396 | 1007 | 7389 |
Profit Streak | 155.5626 | 155.5626 | 220.3126 | 155.5626 | 155.5626 | 220.3126 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575389 | -493487 | -669107 | 319927 | -667292 | -85581 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 5 } } }
# | 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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