Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -834319.3161 | -29570.8242 | -804748.4918 | 3045225.1975 | -932114.6154 | 3977339.813 |
Total P&L (%) | -834.3193 | -29.5708 | -804.7485 | 3045.2252 | -932.1146 | 3977.3398 |
Avg Daily Profit (%) | -0.3463 | -0.0123 | -0.334 | 0.1432 | 0 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1087558 | -90121 | -1066516 | -2771828 | -1937313 | -2132594 |
Profit Factor | 0.4803 | 0.9066 | 0.3757 | 1.2911 | 0.8254 | 1.7765 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 186 | 81 | 105 | 184 | 80 | 104 |
Losing Trades | 59 | 42 | 17 | 61 | 43 | 18 |
Profitability (%) | 75.9184 | 65.8537 | 86.0656 | 75.102 | 65.0407 | 85.2459 |
Ratio Avg Win / Avg Loss | 0.1524 | 0.4701 | 0.0608 | 0.428 | 0.4436 | 0.3075 |
Largest Winning Trade | 19581 | 19581 | 18284 | 1840614 | 256946 | 1840614 |
Largest Losing Trade | -744554 | -53207 | -744554 | -2121510 | -776305 | -2121510 |
Avg Bars in Trades | 37 | 25 | 49 | 37 | 25 | 49 |
Avg Bars in Winners | 14 | 7 | 19 | 19 | 7 | 28 |
Avg Bars in Losers | 109 | 60 | 230 | 91 | 59 | 167 |
Bars Traded | 9164 | 3186 | 5978 | 9164 | 3186 | 5978 |
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 | -576136 | -578672 | -576251 | 53712 | -578778 | 456569 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "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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