Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -842168.8674 | 11457.2204 | -853626.0878 | -331860.5531 | 3307775.7911 | -3639636.3442 |
Total P&L (%) | -842.1689 | 11.4572 | -853.6261 | -331.8606 | 3307.7758 | -3639.6363 |
Avg Daily Profit (%) | -0.4475 | 0.0061 | -0.4536 | 0 | 0.1877 | 0 |
Buy And Hold Return (%) | 214.3267 | 214.3267 | 214.3267 | 214.3267 | 214.3267 | 214.3267 |
Max Trade Drawdown | -1069599 | -148879 | -998297 | -8487564 | -1723163 | -9695304 |
Profit Factor | 0.6071 | 1.0229 | 0.4803 | 0.986 | 1.4303 | 0.7728 |
Total Trades | 795 | 398 | 397 | 795 | 398 | 397 |
Winning Trades | 605 | 278 | 327 | 386 | 202 | 184 |
Losing Trades | 190 | 120 | 70 | 409 | 196 | 213 |
Profitability (%) | 76.1006 | 69.8492 | 82.3678 | 48.5535 | 50.7538 | 46.3476 |
Ratio Avg Win / Avg Loss | 0.1907 | 0.4415 | 0.1028 | 1.0448 | 1.3879 | 0.8946 |
Largest Winning Trade | 23824 | 23824 | 13892 | 5450978 | 2135746 | 5450978 |
Largest Losing Trade | -446991 | -35021 | -446991 | -3236227 | -668614 | -3236227 |
Avg Bars in Trades | 28 | 16 | 39 | 28 | 16 | 39 |
Avg Bars in Winners | 11 | 6 | 15 | 25 | 16 | 34 |
Avg Bars in Losers | 82 | 41 | 152 | 31 | 16 | 44 |
Bars Traded | 22417 | 6719 | 15697 | 22417 | 6719 | 15697 |
Profit Streak | 3.0921 | 3.0921 | 10.6754 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572723 | -543744 | -574042 | -575243 | 385670 | -580678 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "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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