Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244378.7382 | 33567.3992 | 210811.3389 | -89173.8525 | 107868.6879 | -197042.5404 |
Total P&L (%) | 244.3787 | 33.5674 | 210.8113 | -89.1739 | 107.8687 | -197.0425 |
Avg Daily Profit (%) | 0.1477 | 0.0203 | 0.1274 | -0.1342 | 0.0442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139619 | -49875 | -128403 | -699321 | -39152 | -741274 |
Profit Factor | 1.6062 | 1.2268 | 1.8263 | 0.903 | 1.8101 | 0.7494 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 95 | 40 | 55 | 67 | 35 | 32 |
Losing Trades | 29 | 22 | 7 | 57 | 27 | 30 |
Profitability (%) | 76.6129 | 64.5161 | 88.7097 | 54.0323 | 56.4516 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.4903 | 0.6747 | 0.2324 | 0.7682 | 1.3963 | 0.7026 |
Largest Winning Trade | 26600 | 13350 | 26600 | 400463 | 90930 | 400463 |
Largest Losing Trade | -128403 | -47394 | -128403 | -384252 | -22025 | -384252 |
Avg Bars in Trades | 25 | 11 | 40 | 25 | 11 | 40 |
Avg Bars in Winners | 18 | 4 | 28 | 27 | 12 | 43 |
Avg Bars in Losers | 49 | 23 | 129 | 23 | 8 | 36 |
Bars Traded | 3176 | 689 | 2487 | 3176 | 689 | 2487 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312183 | -322608 | -171726 | -579648 | -284585 | -734749 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "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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