Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284405.079 | 128619.5533 | 155785.5257 | 578360.3032 | 386148.2915 | 192212.0117 |
Total P&L (%) | 284.4051 | 128.6196 | 155.7855 | 578.3603 | 386.1483 | 192.212 |
Avg Daily Profit (%) | 0.1631 | 0.0738 | 0.0894 | 0.1099 | 0.0907 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247534 | -25000 | -276752 | -1874387 | -189994 | -1862135 |
Profit Factor | 1.7175 | 3.6325 | 1.4483 | 1.2616 | 2.2546 | 1.101 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 91 | 42 | 49 | 71 | 30 | 41 |
Losing Trades | 24 | 16 | 8 | 44 | 28 | 16 |
Profitability (%) | 79.1304 | 72.4138 | 85.9649 | 61.7391 | 51.7241 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.453 | 1.3838 | 0.2365 | 0.7818 | 2.1043 | 0.4297 |
Largest Winning Trade | 37948 | 22567 | 37948 | 268894 | 268894 | 254301 |
Largest Losing Trade | -236777 | -10813 | -236777 | -1835871 | -91028 | -1835871 |
Avg Bars in Trades | 39 | 4 | 74 | 39 | 4 | 74 |
Avg Bars in Winners | 26 | 3 | 45 | 39 | 3 | 66 |
Avg Bars in Losers | 87 | 7 | 247 | 37 | 5 | 94 |
Bars Traded | 4489 | 261 | 4228 | 4489 | 261 | 4228 |
Profit Streak | 229.0491 | 229.0491 | 235.3825 | 229.0491 | 229.0491 | 235.3825 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494680 | -264174 | -248424 | -44276 | -245618 | -397600 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 80, "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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