Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9515.6351 | 133145.0239 | -123629.3888 | 16896977.8101 | 1455412.8765 | 15441564.9337 |
Total P&L (%) | 9.5156 | 133.145 | -123.6294 | 16896.9778 | 1455.4129 | 15441.5649 |
Avg Daily Profit (%) | 0.005 | 0.07 | -0.065 | 0.2704 | 0.1444 | 0.2657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -540194 | -26056 | -562641 | -18317434 | -6478716 | -16498585 |
Profit Factor | 1.0131 | 3.2344 | 0.8144 | 1.5135 | 1.1407 | 1.6845 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 94 | 43 | 51 | 92 | 40 | 52 |
Losing Trades | 17 | 12 | 5 | 19 | 15 | 4 |
Profitability (%) | 84.6847 | 78.1818 | 91.0714 | 82.8829 | 72.7273 | 92.8571 |
Ratio Avg Win / Avg Loss | 0.1832 | 0.9026 | 0.0798 | 0.3126 | 0.4277 | 0.1296 |
Largest Winning Trade | 29061 | 14491 | 29061 | 4592972 | 2352582 | 4592972 |
Largest Losing Trade | -364413 | -14198 | -364413 | -16498585 | -3612923 | -16498585 |
Avg Bars in Trades | 67 | 5 | 127 | 67 | 5 | 127 |
Avg Bars in Winners | 39 | 3 | 69 | 51 | 3 | 88 |
Avg Bars in Losers | 220 | 13 | 716 | 140 | 11 | 626 |
Bars Traded | 7454 | 327 | 7127 | 7454 | 327 | 7127 |
Profit Streak | 525.5284 | 525.5284 | 531.5284 | 525.5284 | 525.5284 | 531.5284 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -553433 | -271604 | -754908 | 519786 | -243582 | -164944 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 96, "offset": 135, "scalar": 5 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 96, "offset": 135, "scalar": 5 } } }
# | 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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