Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502791.762 | 419054.8554 | 83736.9066 | 414845.443 | 296031.6501 | 118813.7929 |
Total P&L (%) | 502.7918 | 419.0549 | 83.7369 | 414.8454 | 296.0317 | 118.8138 |
Avg Daily Profit (%) | 0.2193 | 0.1828 | 0.0365 | 0.0715 | 0.0601 | 0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132305 | -78335 | -157642 | -111045 | -77725 | -79018 |
Profit Factor | 1.8131 | 2.4811 | 1.2496 | 1.6694 | 1.8729 | 1.4234 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 52.9851 | 53.7313 | 52.2388 | 52.9851 | 53.7313 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.6088 | 2.1365 | 1.1425 | 1.4813 | 1.6128 | 1.3014 |
Largest Winning Trade | 140077 | 140077 | 58604 | 187901 | 187901 | 70987 |
Largest Losing Trade | -57769 | -57769 | -49340 | -77725 | -77725 | -51191 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 4183 | 1898 | 2285 | 4183 | 1898 | 2285 |
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 | 445835 | -103716 | -260718 | -94671 | -225098 | -262807 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 191 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 1 } } }
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# | 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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