Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3104516.7 | 16350.3008 | -3120867.0008 | -2980628.2976 | -243130879.4691 | 240150251.1715 |
Total P&L (%) | -3104.5167 | 16.3503 | -3120.867 | -2980.6283 | -243130.8795 | 240150.2512 |
Avg Daily Profit (%) | -1.6527 | 0.0087 | -1.6614 | 0 | 0 | 0.4152 |
Buy And Hold Return (%) | 4763.4605 | 4763.4605 | 4763.4605 | 4763.4605 | 4763.4605 | 4763.4605 |
Max Trade Drawdown | -3264041 | -142853 | -3211514 | -320733898 | -292799251 | -112996085 |
Profit Factor | 0.2073 | 1.0514 | 0.1326 | 0.9952 | 0.4055 | 2.1044 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 159 | 70 | 89 | 130 | 66 | 64 |
Losing Trades | 74 | 47 | 27 | 103 | 51 | 52 |
Profitability (%) | 68.2403 | 59.8291 | 76.7241 | 55.794 | 56.4103 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.0965 | 0.7059 | 0.0402 | 0.7885 | 0.3134 | 1.7098 |
Largest Winning Trade | 41897 | 41897 | 28357 | 124969356 | 19498769 | 124969356 |
Largest Losing Trade | -2206150 | -57101 | -2206150 | -166732874 | -166732874 | -73031126 |
Avg Bars in Trades | 15 | 9 | 22 | 15 | 9 | 22 |
Avg Bars in Winners | 5 | 4 | 7 | 14 | 7 | 22 |
Avg Bars in Losers | 37 | 16 | 73 | 17 | 11 | 22 |
Bars Traded | 3700 | 1075 | 2625 | 3700 | 1075 | 2625 |
Profit Streak | 0 | 0 | 9.067 | 8.067 | 56.567 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576916 | -511361 | -576336 | -577855 | -578931 | 524938 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } } }
# | 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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