Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13516.209 | -29449.4869 | 42965.6959 | -1962.9849 | -37846.2403 | 35883.2554 |
Total P&L (%) | 13.5162 | -29.4495 | 42.9657 | -1.963 | -37.8462 | 35.8833 |
Avg Daily Profit (%) | 0.0519 | -0.1131 | 0.165 | -0.0076 | -0.1824 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57625 | -45031 | -39841 | -65805 | -51408 | -41165 |
Profit Factor | 1.043 | 0.7969 | 1.2533 | 0.9939 | 0.7494 | 1.2123 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 524 | 231 | 293 | 524 | 231 | 293 |
Losing Trades | 162 | 112 | 50 | 162 | 112 | 50 |
Profitability (%) | 76.3848 | 67.3469 | 85.4227 | 76.3848 | 67.3469 | 85.4227 |
Ratio Avg Win / Avg Loss | 0.3224 | 0.3864 | 0.2139 | 0.3073 | 0.3633 | 0.2069 |
Largest Winning Trade | 4338 | 4200 | 4338 | 5105 | 5105 | 4246 |
Largest Losing Trade | -20492 | -19676 | -20492 | -25132 | -25132 | -23467 |
Avg Bars in Trades | 35 | 12 | 58 | 35 | 12 | 58 |
Avg Bars in Winners | 14 | 4 | 21 | 14 | 4 | 21 |
Avg Bars in Losers | 106 | 30 | 275 | 106 | 30 | 275 |
Bars Traded | 24542 | 4403 | 20139 | 24542 | 4403 | 20139 |
Profit Streak | 3.0806 | 3.0806 | 5.5493 | 3.0806 | 3.0806 | 5.5493 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -348785 | -578330 | 351321 | -574916 | -578608 | -34166 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "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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