Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -508391.3678 | 70406.7508 | -578798.1186 | 14805456.8977 | 4338477.9783 | 10466978.9194 |
Total P&L (%) | -508.3914 | 70.4068 | -578.7981 | 14805.4569 | 4338.478 | 10466.9789 |
Avg Daily Profit (%) | -0.2787 | 0.0386 | -0.3173 | 0.2747 | 0.2082 | 0.2558 |
Buy And Hold Return (%) | 841.323 | 841.323 | 841.323 | 841.323 | 841.323 | 841.323 |
Max Trade Drawdown | -739252 | -63859 | -728171 | -3604136 | -1014445 | -3697322 |
Profit Factor | 0.5243 | 1.5167 | 0.3793 | 2.3285 | 2.2217 | 2.3785 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 116 | 50 | 66 | 72 | 38 | 34 |
Losing Trades | 29 | 23 | 6 | 73 | 35 | 38 |
Profitability (%) | 80 | 68.4932 | 91.6667 | 49.6552 | 52.0548 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1311 | 0.6977 | 0.0345 | 2.3609 | 2.0463 | 2.6583 |
Largest Winning Trade | 34128 | 34128 | 22575 | 7400026 | 1659732 | 7400026 |
Largest Losing Trade | -601064 | -63859 | -601064 | -3302779 | -802492 | -3302779 |
Avg Bars in Trades | 30 | 11 | 50 | 30 | 11 | 50 |
Avg Bars in Winners | 17 | 5 | 27 | 28 | 14 | 43 |
Avg Bars in Losers | 83 | 24 | 307 | 33 | 8 | 56 |
Bars Traded | 4477 | 839 | 3638 | 4477 | 839 | 3638 |
Profit Streak | 164.3484 | 164.3484 | 229.0151 | 164.3484 | 164.3484 | 229.0151 |
Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574845 | -375415 | -653392 | 530741 | -59340 | -65950 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "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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