Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355070.5043 | 78303.998 | 276766.5063 | -87474.4659 | 537828.207 | -625302.6729 |
Total P&L (%) | 355.0705 | 78.304 | 276.7665 | -87.4745 | 537.8282 | -625.3027 |
Avg Daily Profit (%) | 0.2347 | 0.0518 | 0.1829 | -0.1372 | 0.1225 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110792 | -38694 | -101547 | -1450269 | -13495 | -1449979 |
Profit Factor | 2.6183 | 2.1964 | 2.7977 | 0.9553 | 19.8622 | 0.6757 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 82.1053 | 77.0833 | 87.234 | 82.1053 | 77.0833 | 87.234 |
Ratio Avg Win / Avg Loss | 0.5707 | 0.653 | 0.4094 | 0.2082 | 5.905 | 0.0989 |
Largest Winning Trade | 24307 | 16015 | 24307 | 246709 | 157350 | 246709 |
Largest Losing Trade | -99784 | -16473 | -99784 | -1449929 | -13495 | -1449929 |
Avg Bars in Trades | 56 | 6 | 108 | 56 | 6 | 108 |
Avg Bars in Winners | 38 | 3 | 70 | 38 | 3 | 70 |
Avg Bars in Losers | 138 | 15 | 364 | 138 | 15 | 364 |
Bars Traded | 5390 | 314 | 5076 | 5390 | 314 | 5076 |
Profit Streak | 233.9148 | 233.9148 | 241.1648 | 233.9148 | 233.9148 | 241.1648 |
Trades During Streak | 26 | 13 | 13 | 26 | 13 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595791 | -116945 | 586161 | -574361 | -15020 | -574532 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 5 } } }
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# | 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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