Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -45904.6328 | 244449.8803 | -290354.5131 | 600418.9894 | -5016851.271 | 5617270.2604 |
Total P&L (%) | -45.9046 | 244.4499 | -290.3545 | 600.419 | -5016.8513 | 5617.2703 |
Avg Daily Profit (%) | -0.0183 | 0.0977 | -0.1161 | 0.0778 | 0 | 0.1619 |
Buy And Hold Return (%) | 286.6577 | 286.6577 | 286.6577 | 286.6577 | 286.6577 | 286.6577 |
Max Trade Drawdown | -266925 | -124441 | -348147 | -3477142 | -5126059 | -690647 |
Profit Factor | 0.9409 | 1.9193 | 0.4321 | 1.0637 | 0.3451 | 4.1925 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 18 | 22 | 30 | 13 | 17 |
Losing Trades | 21 | 12 | 9 | 31 | 17 | 14 |
Profitability (%) | 65.5738 | 60 | 70.9677 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.494 | 1.2795 | 0.1768 | 1.0992 | 0.4513 | 3.4527 |
Largest Winning Trade | 97651 | 97651 | 23374 | 5028063 | 791799 | 5028063 |
Largest Losing Trade | -219029 | -51737 | -219029 | -1709376 | -1709376 | -281729 |
Avg Bars in Trades | 228 | 376 | 84 | 228 | 376 | 84 |
Avg Bars in Winners | 61 | 87 | 40 | 94 | 140 | 59 |
Avg Bars in Losers | 545 | 811 | 191 | 357 | 557 | 114 |
Bars Traded | 13920 | 11306 | 2614 | 13920 | 11306 | 2614 |
Profit Streak | 80.8102 | 0 | 295.4769 | 80.8102 | 0 | 295.4769 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744201 | -224524 | -577511 | -411045 | -583418 | 579237 |
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 213, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 213, "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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