Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192804.1446 | 177678.4249 | 15125.7197 | 2908478.8188 | -391859.0158 | 3300337.8346 |
Total P&L (%) | 192.8041 | 177.6784 | 15.1257 | 2908.4788 | -391.859 | 3300.3378 |
Avg Daily Profit (%) | 0.0886 | 0.0817 | 0.007 | 0.1566 | 0 | 0.1622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202239 | -57108 | -263694 | -889493 | -1484719 | -654100 |
Profit Factor | 1.4263 | 2.6657 | 1.0438 | 1.8607 | 0.8445 | 4.8398 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 93 | 46 | 47 | 81 | 39 | 42 |
Losing Trades | 13 | 7 | 6 | 25 | 14 | 11 |
Profitability (%) | 87.7358 | 86.7925 | 88.6792 | 76.4151 | 73.5849 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.1994 | 0.4057 | 0.1332 | 0.5743 | 0.3032 | 1.2676 |
Largest Winning Trade | 26421 | 21360 | 26421 | 873090 | 275791 | 873090 |
Largest Losing Trade | -201636 | -38484 | -201636 | -869401 | -869401 | -413461 |
Avg Bars in Trades | 37 | 19 | 56 | 37 | 19 | 56 |
Avg Bars in Winners | 16 | 9 | 23 | 20 | 10 | 30 |
Avg Bars in Losers | 190 | 83 | 316 | 93 | 45 | 155 |
Bars Traded | 4026 | 1039 | 2987 | 4026 | 1039 | 2987 |
Profit Streak | 55.0967 | 384.5967 | 55.0967 | 55.0967 | 384.5967 | 55.0967 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69293 | -255495 | -542488 | 481922 | -756138 | -161421 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "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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