Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2252796.9916 | 27974.0734 | -2280771.065 | -32908831.1463 | 15297999.8141 | -48206830.9604 |
Total P&L (%) | -2252.797 | 27.9741 | -2280.7711 | -32908.8311 | 15297.9998 | -48206.831 |
Avg Daily Profit (%) | -1.1395 | 0.0142 | -1.1537 | 0 | 0.2551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2596780 | -56021 | -2596492 | -44481536 | -5598097 | -52490672 |
Profit Factor | 0.1879 | 1.2711 | 0.1461 | 0.6385 | 1.9177 | 0.3518 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 76 | 34 | 42 | 56 | 27 | 29 |
Losing Trades | 18 | 13 | 5 | 38 | 20 | 18 |
Profitability (%) | 80.8511 | 72.3404 | 89.3617 | 59.5745 | 57.4468 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.0445 | 0.486 | 0.0174 | 0.4333 | 1.4205 | 0.2184 |
Largest Winning Trade | 43166 | 16780 | 43166 | 17094464 | 11913927 | 17094464 |
Largest Losing Trade | -2587720 | -29888 | -2587720 | -19805998 | -3117832 | -19805998 |
Avg Bars in Trades | 59 | 11 | 107 | 59 | 11 | 107 |
Avg Bars in Winners | 18 | 5 | 28 | 45 | 14 | 74 |
Avg Bars in Losers | 232 | 28 | 763 | 80 | 9 | 158 |
Bars Traded | 5591 | 562 | 5029 | 5591 | 562 | 5029 |
Profit Streak | 0 | 875.4635 | 0 | 777.4635 | 0 | 777.7968 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576277 | -174406 | -575897 | -578703 | 445076 | -578597 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 156, "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) |
---|