Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174576.5937 | -24556.7087 | 199133.3024 | 280984.9176 | -90908.7842 | 371893.7018 |
Total P&L (%) | 174.5766 | -24.5567 | 199.1333 | 280.9849 | -90.9088 | 371.8937 |
Avg Daily Profit (%) | 0.135 | -0.019 | 0.154 | 0.1035 | -0.1853 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44694 | -62373 | -25308 | -96607 | -145330 | -64608 |
Profit Factor | 1.8416 | 0.8297 | 4.1476 | 1.6455 | 0.7141 | 4.1699 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 18 | 15 | 3 | 18 | 15 | 3 |
Profitability (%) | 77.2152 | 62.5 | 92.3077 | 77.2152 | 62.5 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.5434 | 0.4978 | 0.3456 | 0.4855 | 0.4285 | 0.3475 |
Largest Winning Trade | 23377 | 21466 | 23377 | 39444 | 31505 | 39444 |
Largest Losing Trade | -28178 | -28178 | -25308 | -64608 | -61977 | -64608 |
Avg Bars in Trades | 26 | 13 | 39 | 26 | 13 | 39 |
Avg Bars in Winners | 12 | 4 | 19 | 12 | 4 | 19 |
Avg Bars in Losers | 73 | 30 | 290 | 73 | 30 | 290 |
Bars Traded | 2115 | 559 | 1556 | 2115 | 559 | 1556 |
Profit Streak | 0 | 0 | 239.5331 | 0 | 0 | 239.5331 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39260 | -578851 | 655126 | -81659 | -578851 | -21725 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 133, "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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