Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135871.8039 | 46271.7527 | 89600.0512 | 308333.112 | -1059572.1546 | 1367905.2665 |
Total P&L (%) | 135.8718 | 46.2718 | 89.6001 | 308.3331 | -1059.5722 | 1367.9053 |
Avg Daily Profit (%) | 0.0779 | 0.0265 | 0.0514 | 0.0807 | 0 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278848 | -92238 | -287923 | -3384129 | -2152040 | -2462353 |
Profit Factor | 1.2022 | 1.1981 | 1.2044 | 1.0524 | 0.6375 | 1.4622 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 147 | 67 | 80 | 135 | 63 | 72 |
Losing Trades | 41 | 27 | 14 | 53 | 31 | 22 |
Profitability (%) | 78.1915 | 71.2766 | 85.1064 | 71.8085 | 67.0213 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.3353 | 0.4828 | 0.2108 | 0.4132 | 0.3137 | 0.4468 |
Largest Winning Trade | 25355 | 15300 | 25355 | 597668 | 228736 | 597668 |
Largest Losing Trade | -236355 | -43994 | -236355 | -2365237 | -1377074 | -2365237 |
Avg Bars in Trades | 25 | 13 | 38 | 25 | 13 | 38 |
Avg Bars in Winners | 10 | 5 | 15 | 14 | 6 | 22 |
Avg Bars in Losers | 79 | 33 | 169 | 53 | 27 | 91 |
Bars Traded | 4848 | 1234 | 3614 | 4848 | 1234 | 3614 |
Profit Streak | 4.028 | 94.3614 | 4.028 | 4.028 | 94.3614 | 4.028 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85439 | -158974 | -121831 | -244893 | -576960 | 386771 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 207, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 207, "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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