Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -80935.3953 | 90402.2729 | -171337.6682 | 1649033.0918 | 262722.7408 | 1386310.351 |
Total P&L (%) | -80.9354 | 90.4023 | -171.3377 | 1649.0331 | 262.7227 | 1386.3104 |
Avg Daily Profit (%) | -0.0428 | 0.0479 | -0.0907 | 0.1516 | 0.0682 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308027 | -36068 | -144224 | -862809 | -188870 | -489642 |
Profit Factor | 0.8758 | 1.8699 | 0.6871 | 1.9168 | 1.4238 | 2.1761 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 113 | 50 | 63 | 77 | 41 | 36 |
Losing Trades | 35 | 24 | 11 | 71 | 33 | 38 |
Profitability (%) | 76.3514 | 67.5676 | 85.1351 | 52.027 | 55.4054 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2713 | 0.8975 | 0.12 | 1.7675 | 1.146 | 2.297 |
Largest Winning Trade | 22958 | 11844 | 22958 | 1041951 | 82562 | 1041951 |
Largest Losing Trade | -308027 | -29113 | -308027 | -319849 | -110381 | -319849 |
Avg Bars in Trades | 36 | 13 | 59 | 36 | 13 | 59 |
Avg Bars in Winners | 19 | 5 | 30 | 36 | 13 | 62 |
Avg Bars in Losers | 89 | 28 | 221 | 36 | 13 | 56 |
Bars Traded | 5357 | 983 | 4374 | 5357 | 983 | 4374 |
Profit Streak | 6.7688 | 107.7688 | 6.7688 | 6.7688 | 107.7688 | 6.7688 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575810 | -188421 | -639883 | 470803 | -162762 | -61911 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "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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