Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372666.6408 | 83266.6534 | 289399.9875 | 2468077.5963 | 576157.1724 | 1891920.4238 |
Total P&L (%) | 372.6666 | 83.2667 | 289.4 | 2468.0776 | 576.1572 | 1891.9204 |
Avg Daily Profit (%) | 0.2877 | 0.0643 | 0.2234 | 0.2509 | 0.1477 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36647 | -26206 | -27668 | -308492 | -213984 | -232837 |
Profit Factor | 3.8395 | 2.1929 | 5.7102 | 4.1054 | 2.3932 | 5.9628 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 17 | 14 | 3 | 17 | 14 | 3 |
Profitability (%) | 79.0123 | 65.8537 | 92.5 | 79.0123 | 65.8537 | 92.5 |
Ratio Avg Win / Avg Loss | 1.0199 | 1.137 | 0.463 | 1.0905 | 1.2409 | 0.4835 |
Largest Winning Trade | 32949 | 23412 | 32949 | 378324 | 236670 | 378324 |
Largest Losing Trade | -27668 | -20351 | -27668 | -232837 | -106166 | -232837 |
Avg Bars in Trades | 39 | 7 | 71 | 39 | 7 | 71 |
Avg Bars in Winners | 24 | 3 | 39 | 24 | 3 | 39 |
Avg Bars in Losers | 96 | 14 | 474 | 96 | 14 | 474 |
Bars Traded | 3192 | 315 | 2877 | 3192 | 315 | 2877 |
Profit Streak | 236.0196 | 236.0196 | 241.6862 | 236.0196 | 236.0196 | 241.6862 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 125459 | -100264 | 716964 | 136152 | 421475 | 741036 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 5 } } }
# | 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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