Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -683891.9622 | 26387.5279 | -710279.4901 | 15022879.3259 | 2158062.7856 | 12864816.5403 |
Total P&L (%) | -683.892 | 26.3875 | -710.2795 | 15022.8793 | 2158.0628 | 12864.8165 |
Avg Daily Profit (%) | -0.374 | 0.0144 | -0.3884 | 0.2748 | 0.1706 | 0.2664 |
Buy And Hold Return (%) | 720.4012 | 720.4012 | 720.4012 | 720.4012 | 720.4012 | 720.4012 |
Max Trade Drawdown | -878788 | -78536 | -852325 | -2929276 | -1296961 | -3127168 |
Profit Factor | 0.433 | 1.187 | 0.333 | 2.5622 | 1.6778 | 2.9999 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 83 | 36 | 47 | 51 | 29 | 22 |
Losing Trades | 34 | 23 | 11 | 66 | 30 | 36 |
Profitability (%) | 70.9402 | 61.0169 | 81.0345 | 43.5897 | 49.1525 | 37.931 |
Ratio Avg Win / Avg Loss | 0.1774 | 0.7583 | 0.0779 | 3.3157 | 1.7356 | 4.909 |
Largest Winning Trade | 37494 | 30543 | 37494 | 8202207 | 846806 | 8202207 |
Largest Losing Trade | -669293 | -54004 | -669293 | -1426168 | -850106 | -1426168 |
Avg Bars in Trades | 38 | 8 | 68 | 38 | 8 | 68 |
Avg Bars in Winners | 21 | 3 | 35 | 37 | 11 | 71 |
Avg Bars in Losers | 79 | 16 | 210 | 38 | 6 | 66 |
Bars Traded | 4476 | 513 | 3963 | 4476 | 513 | 3963 |
Profit Streak | 0 | 0 | 95.8147 | 0 | 0 | 95.8147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577475 | -530838 | -756284 | 409683 | -168882 | -170132 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 4 } } }
# | 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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