Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -197762.1711 | 99557.9975 | -297320.1686 | 1472554.3834 | 113397.1643 | 1359157.2191 |
Total P&L (%) | -197.7622 | 99.558 | -297.3202 | 1472.5544 | 113.3972 | 1359.1572 |
Avg Daily Profit (%) | -0.124 | 0.0624 | -0.1865 | 0.173 | 0.0476 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -494867 | -32700 | -530345 | -2487510 | -466660 | -2247753 |
Profit Factor | 0.8117 | 1.8195 | 0.6798 | 1.2282 | 1.0822 | 1.2679 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 140 | 65 | 75 | 94 | 49 | 45 |
Losing Trades | 50 | 30 | 20 | 96 | 46 | 50 |
Profitability (%) | 73.6842 | 68.4211 | 78.9474 | 49.4737 | 51.5789 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.2899 | 0.8398 | 0.1813 | 1.2543 | 1.0159 | 1.4087 |
Largest Winning Trade | 32568 | 19543 | 32568 | 2083459 | 265346 | 2083459 |
Largest Losing Trade | -363739 | -16583 | -363739 | -552063 | -187984 | -552063 |
Avg Bars in Trades | 32 | 4 | 60 | 32 | 4 | 60 |
Avg Bars in Winners | 18 | 2 | 33 | 36 | 4 | 70 |
Avg Bars in Losers | 70 | 9 | 163 | 29 | 4 | 51 |
Bars Traded | 6195 | 444 | 5752 | 6195 | 444 | 5752 |
Profit Streak | 54.6856 | 95.4356 | 54.6856 | 54.6856 | 95.4356 | 54.6856 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575729 | -105665 | -576486 | 332106 | -258796 | 248119 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 52, "offset": 0, "scalar": 3 } } }
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# | 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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