Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164349.938 | 39581.7533 | 124768.1847 | 282721.8762 | 69518.407 | 213203.4691 |
Total P&L (%) | 164.3499 | 39.5818 | 124.7682 | 282.7219 | 69.5184 | 213.2035 |
Avg Daily Profit (%) | 0.1461 | 0.0352 | 0.1109 | 0.1194 | 0.0469 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34235 | -20978 | -44208 | -130131 | -70263 | -133469 |
Profit Factor | 2.1067 | 1.7671 | 2.2876 | 1.5985 | 1.4655 | 1.6599 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 76.9231 | 76.087 | 77.7778 | 76.9231 | 76.087 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.632 | 0.5554 | 0.6536 | 0.4795 | 0.4606 | 0.4743 |
Largest Winning Trade | 20950 | 15388 | 20950 | 51367 | 33091 | 51367 |
Largest Losing Trade | -30730 | -15787 | -30730 | -123858 | -52342 | -123858 |
Avg Bars in Trades | 34 | 4 | 65 | 34 | 4 | 65 |
Avg Bars in Winners | 26 | 2 | 49 | 26 | 2 | 49 |
Avg Bars in Losers | 62 | 12 | 118 | 62 | 12 | 118 |
Bars Traded | 3157 | 225 | 2932 | 3157 | 225 | 2932 |
Profit Streak | 142.1476 | 142.1476 | 142.481 | 142.1476 | 142.1476 | 142.481 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309629 | -142886 | -38727 | -28009 | -126147 | -52433 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "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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