Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319047.6193 | 1357893.2041 | -38845.5848 | 103843.0278 | 686507.6058 | -582664.5779 |
Total P&L (%) | 1319.0476 | 1357.8932 | -38.8456 | 103.843 | 686.5076 | -582.6646 |
Avg Daily Profit (%) | 0.7134 | 0.7344 | -0.021 | 0.0385 | 0.1116 | 0 |
Buy And Hold Return (%) | 141.9936 | 141.9936 | 141.9936 | 141.9936 | 141.9936 | 141.9936 |
Max Trade Drawdown | -151700 | -80176 | -101597 | -1049314 | -591695 | -705949 |
Profit Factor | 3.0349 | 5.3521 | 0.8845 | 1.0314 | 1.3944 | 0.6289 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 41.4141 | 42 | 40.8163 | 41.4141 | 42 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.2933 | 7.391 | 1.2825 | 1.459 | 1.9257 | 0.9119 |
Largest Winning Trade | 1190365 | 1190365 | 74496 | 925983 | 925983 | 212426 |
Largest Losing Trade | -41172 | -40295 | -41172 | -252553 | -252553 | -174616 |
Avg Bars in Trades | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Winners | 83 | 80 | 87 | 83 | 80 | 87 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 5333 | 2752 | 2581 | 5333 | 2752 | 2581 |
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 | 545319 | -162508 | -582586 | -496317 | -226457 | -584253 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 139 } }, "second_band": { "type": "kcb", "factors": { "length": 74, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 139 } }, "second_band": { "type": "kcb", "factors": { "length": 74, "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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