Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189947.2168 | -11109.9116 | 201057.1284 | 294415.2655 | 22227.5736 | 272187.692 |
Total P&L (%) | 189.9472 | -11.1099 | 201.0571 | 294.4153 | 22.2276 | 272.1877 |
Avg Daily Profit (%) | 0.1847 | -0.0108 | 0.1955 | 0.1335 | 0.0195 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49671 | -57003 | -34039 | -54139 | -40468 | -24241 |
Profit Factor | 1.9124 | 0.8879 | 2.8439 | 2.4928 | 1.2309 | 3.6961 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 25 | 19 | 6 | 25 | 19 | 6 |
Profitability (%) | 74.2268 | 61.2245 | 87.5 | 74.2268 | 61.2245 | 87.5 |
Ratio Avg Win / Avg Loss | 0.664 | 0.5624 | 0.4063 | 0.8656 | 0.7796 | 0.528 |
Largest Winning Trade | 29022 | 16335 | 29022 | 45891 | 22356 | 45891 |
Largest Losing Trade | -49546 | -15829 | -49546 | -48087 | -28552 | -48087 |
Avg Bars in Trades | 37 | 6 | 69 | 37 | 6 | 69 |
Avg Bars in Winners | 25 | 2 | 41 | 25 | 2 | 41 |
Avg Bars in Losers | 72 | 11 | 264 | 72 | 11 | 264 |
Bars Traded | 3634 | 302 | 3332 | 3634 | 302 | 3332 |
Profit Streak | 118.2863 | 171.5363 | 118.2863 | 118.2863 | 171.5363 | 118.2863 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489061 | -577537 | 587813 | -7535 | -170945 | -12125 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "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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