Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8485066.4569 | 10296.533 | -8495362.9899 | 908446.5899 | 30527632.527 | -29619185.9371 |
Total P&L (%) | -8485.0665 | 10.2965 | -8495.363 | 908.4466 | 30527.6325 | -29619.1859 |
Avg Daily Profit (%) | -3.5923 | 0.0044 | -3.5967 | 0.0979 | 0.2427 | 0 |
Buy And Hold Return (%) | 405.5504 | 405.5504 | 405.5504 | 405.5504 | 405.5504 | 405.5504 |
Max Trade Drawdown | -8658866 | -85135 | -8644111 | -100369825 | -27989425 | -118188457 |
Profit Factor | 0.0721 | 1.0398 | 0.0439 | 1.0043 | 1.393 | 0.7811 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 162 | 72 | 90 | 94 | 48 | 46 |
Losing Trades | 44 | 31 | 13 | 112 | 55 | 57 |
Profitability (%) | 78.6408 | 69.9029 | 87.3786 | 45.6311 | 46.6019 | 44.6602 |
Ratio Avg Win / Avg Loss | 0.0196 | 0.4477 | 0.0063 | 1.1966 | 1.5961 | 0.9679 |
Largest Winning Trade | 24789 | 14754 | 24789 | 48194758 | 45625952 | 48194758 |
Largest Losing Trade | -8622263 | -52723 | -8622263 | -10298198 | -8123403 | -10298198 |
Avg Bars in Trades | 32 | 23 | 42 | 32 | 23 | 42 |
Avg Bars in Winners | 13 | 7 | 19 | 30 | 24 | 36 |
Avg Bars in Losers | 103 | 61 | 201 | 34 | 22 | 47 |
Bars Traded | 6792 | 2427 | 4365 | 6792 | 2427 | 4365 |
Profit Streak | 55.3566 | 86.3566 | 55.3566 | 55.3566 | 86.3566 | 55.3566 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574521 | -526937 | -575191 | -282150 | 368975 | -582151 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "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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