Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -363254.8759 | 39512.3191 | -402767.1951 | 826019.0335 | 369688.2885 | 456330.745 |
Total P&L (%) | -363.2549 | 39.5123 | -402.7672 | 826.019 | 369.6883 | 456.3307 |
Avg Daily Profit (%) | -0.412 | 0.0448 | -0.4568 | 0.2527 | 0.1756 | 0.1948 |
Buy And Hold Return (%) | 313.3545 | 313.3545 | 313.3545 | 313.3545 | 313.3545 | 313.3545 |
Max Trade Drawdown | -496451 | -46780 | -482337 | -316642 | -113522 | -366111 |
Profit Factor | 0.446 | 1.4695 | 0.2952 | 1.9015 | 2.7761 | 1.6444 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 69 | 32 | 37 | 61 | 29 | 32 |
Losing Trades | 23 | 14 | 9 | 31 | 17 | 14 |
Profitability (%) | 75 | 69.5652 | 80.4348 | 66.3043 | 63.0435 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.1487 | 0.6429 | 0.0718 | 0.9663 | 1.6274 | 0.7194 |
Largest Winning Trade | 13469 | 13469 | 10075 | 435664 | 65012 | 435664 |
Largest Losing Trade | -320355 | -18788 | -320355 | -316642 | -113522 | -316642 |
Avg Bars in Trades | 35 | 20 | 49 | 35 | 20 | 49 |
Avg Bars in Winners | 10 | 8 | 11 | 22 | 13 | 30 |
Avg Bars in Losers | 110 | 48 | 206 | 59 | 33 | 92 |
Bars Traded | 3231 | 957 | 2274 | 3231 | 957 | 2274 |
Profit Streak | 29.3684 | 98.1184 | 29.3684 | 29.3684 | 98.1184 | 29.3684 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575477 | -295057 | -575768 | 362146 | -93656 | -12297 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 3 } } }
# | 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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