Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356653.9874 | 97430.5432 | 259223.4442 | 1679738.6544 | 421542.5035 | 1258196.1509 |
Total P&L (%) | 356.654 | 97.4305 | 259.2234 | 1679.7387 | 421.5425 | 1258.1962 |
Avg Daily Profit (%) | 0.1499 | 0.041 | 0.109 | 0.1211 | 0.0695 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48181 | -35286 | -48181 | -636237 | -335684 | -591836 |
Profit Factor | 2.8568 | 2.1788 | 3.369 | 1.8038 | 1.5466 | 1.9543 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 22 | 17 | 5 | 22 | 17 | 5 |
Profitability (%) | 78.6408 | 67.3077 | 90.1961 | 78.6408 | 67.3077 | 90.1961 |
Ratio Avg Win / Avg Loss | 0.7759 | 1.0583 | 0.3662 | 0.4899 | 0.7512 | 0.2124 |
Largest Winning Trade | 25189 | 21397 | 25189 | 347773 | 127894 | 347773 |
Largest Losing Trade | -48181 | -35286 | -48181 | -591836 | -313428 | -591836 |
Avg Bars in Trades | 40 | 10 | 70 | 40 | 10 | 70 |
Avg Bars in Winners | 27 | 5 | 43 | 27 | 5 | 43 |
Avg Bars in Losers | 87 | 21 | 311 | 87 | 21 | 311 |
Bars Traded | 4142 | 563 | 3579 | 4142 | 563 | 3579 |
Profit Streak | 234.8721 | 417.8721 | 234.8721 | 234.8721 | 417.8721 | 234.8721 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555163 | -311293 | -218411 | -24635 | -276402 | -219720 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 4 } } }
# | 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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