Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145593.5189 | -88703.9843 | 234297.5032 | 16634.7816 | -114046.5059 | 130681.2875 |
Total P&L (%) | 145.5935 | -88.704 | 234.2975 | 16.6348 | -114.0465 | 130.6813 |
Avg Daily Profit (%) | 0.0955 | -0.0582 | 0.1537 | 0.0101 | 0 | 0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140473 | -109631 | -105952 | -707077 | -172339 | -624862 |
Profit Factor | 1.2585 | 0.7481 | 2.11 | 1.0104 | 0.8412 | 1.1478 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 218 | 96 | 122 | 218 | 96 | 122 |
Losing Trades | 63 | 45 | 18 | 63 | 45 | 18 |
Profitability (%) | 77.5801 | 68.0851 | 87.1429 | 77.5801 | 68.0851 | 87.1429 |
Ratio Avg Win / Avg Loss | 0.3637 | 0.3507 | 0.3113 | 0.292 | 0.3943 | 0.1693 |
Largest Winning Trade | 30060 | 30060 | 21521 | 70476 | 70476 | 65626 |
Largest Losing Trade | -57822 | -44849 | -57822 | -461943 | -89832 | -461943 |
Avg Bars in Trades | 28 | 23 | 34 | 28 | 23 | 34 |
Avg Bars in Winners | 12 | 6 | 17 | 12 | 6 | 17 |
Avg Bars in Losers | 85 | 60 | 149 | 85 | 60 | 149 |
Bars Traded | 8135 | 3307 | 4828 | 8135 | 3307 | 4828 |
Profit Streak | 55.472 | 81.6386 | 0 | 55.472 | 81.6386 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61394 | -577374 | 472972 | -393368 | -577374 | -174593 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "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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