Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8292052.1221 | 133665.2131 | -8425717.3353 | 86801912.5867 | 6759901.257 | 80042011.3297 |
Total P&L (%) | -8292.0521 | 133.6652 | -8425.7173 | 86801.9126 | 6759.9013 | 80042.0113 |
Avg Daily Profit (%) | -3.6505 | 0.0588 | -3.7093 | 0.2984 | 0.1863 | 0.2948 |
Buy And Hold Return (%) | 7794.9605 | 7794.9605 | 7794.9605 | 7794.9605 | 7794.9605 | 7794.9605 |
Max Trade Drawdown | -8498917 | -10239 | -8574869 | -47890700 | -16522143 | -33529282 |
Profit Factor | 0.0693 | 4.86 | 0.0506 | 1.8929 | 1.2865 | 2.0873 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 83 | 42 | 41 | 47 | 23 | 24 |
Losing Trades | 28 | 14 | 14 | 64 | 33 | 31 |
Profitability (%) | 74.7748 | 75 | 74.5455 | 42.3423 | 41.0714 | 43.6364 |
Ratio Avg Win / Avg Loss | 0.0234 | 1.62 | 0.0173 | 2.5776 | 1.8458 | 2.696 |
Largest Winning Trade | 25946 | 13231 | 25946 | 45450814 | 5865501 | 45450814 |
Largest Losing Trade | -8402111 | -10239 | -8402111 | -12171349 | -3651629 | -12171349 |
Avg Bars in Trades | 76 | 3 | 150 | 76 | 3 | 150 |
Avg Bars in Winners | 35 | 2 | 68 | 101 | 4 | 195 |
Avg Bars in Losers | 199 | 6 | 392 | 58 | 3 | 116 |
Bars Traded | 8499 | 199 | 8300 | 8499 | 199 | 8300 |
Profit Streak | 109.25 | 207.75 | 109.25 | 109.25 | 207.75 | 109.25 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575565 | -447509 | -756693 | 403827 | -338533 | -168755 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "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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