Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2259745.3021 | -55532.6748 | -2204212.6274 | 41081112.9614 | 272323182.5324 | -231242069.5711 |
Total P&L (%) | -2259.7453 | -55.5327 | -2204.2126 | 41081.113 | 272323.1825 | -231242.0696 |
Avg Daily Profit (%) | -1.2102 | -0.0297 | -1.1805 | 0.323 | 0.4245 | 0 |
Buy And Hold Return (%) | 371.3937 | 371.3937 | 371.3937 | 371.3937 | 371.3937 | 371.3937 |
Max Trade Drawdown | -2437115 | -176996 | -2338181 | -258811982 | -22472495 | -420723377 |
Profit Factor | 0.3027 | 0.8482 | 0.2332 | 1.0565 | 2.8708 | 0.6025 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 242 | 105 | 137 | 140 | 81 | 59 |
Losing Trades | 90 | 61 | 29 | 192 | 85 | 107 |
Profitability (%) | 72.8916 | 63.253 | 82.5301 | 42.1687 | 48.7952 | 35.5422 |
Ratio Avg Win / Avg Loss | 0.1126 | 0.4928 | 0.0494 | 1.4489 | 3.0126 | 1.0927 |
Largest Winning Trade | 23908 | 17901 | 23908 | 92392763 | 58738715 | 92392763 |
Largest Losing Trade | -1448645 | -26458 | -1448645 | -237851823 | -11120492 | -237851823 |
Avg Bars in Trades | 22 | 8 | 36 | 22 | 8 | 36 |
Avg Bars in Winners | 11 | 3 | 16 | 26 | 11 | 46 |
Avg Bars in Losers | 51 | 15 | 127 | 19 | 4 | 30 |
Bars Traded | 7377 | 1345 | 6031 | 7377 | 1345 | 6031 |
Profit Streak | 0 | 52.5737 | 0 | 0 | 52.5737 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575796 | -577904 | -576051 | -150340 | 580466 | -584419 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 2 } } }
# | 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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