Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -530464.5769 | 59695.6971 | -590160.274 | 11044013.903 | 2412521.4482 | 8631492.4549 |
Total P&L (%) | -530.4646 | 59.6957 | -590.1603 | 11044.0139 | 2412.5214 | 8631.4925 |
Avg Daily Profit (%) | -0.2923 | 0.0329 | -0.3252 | 0.2601 | 0.1778 | 0.2466 |
Buy And Hold Return (%) | 714.983 | 714.983 | 714.983 | 714.983 | 714.983 | 714.983 |
Max Trade Drawdown | -746784 | -71395 | -731282 | -3938410 | -1472103 | -4239050 |
Profit Factor | 0.5071 | 1.4014 | 0.3637 | 1.8828 | 1.5426 | 2.0703 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 106 | 45 | 61 | 62 | 33 | 29 |
Losing Trades | 31 | 24 | 7 | 75 | 36 | 39 |
Profitability (%) | 77.3723 | 65.2174 | 89.7059 | 45.2555 | 47.8261 | 42.6471 |
Ratio Avg Win / Avg Loss | 0.1483 | 0.7474 | 0.0417 | 2.2775 | 1.6829 | 2.7842 |
Largest Winning Trade | 34128 | 34128 | 22575 | 8002736 | 1456957 | 8002736 |
Largest Losing Trade | -601064 | -64417 | -601064 | -3122552 | -1205443 | -3122552 |
Avg Bars in Trades | 32 | 12 | 52 | 32 | 12 | 52 |
Avg Bars in Winners | 19 | 5 | 28 | 31 | 15 | 50 |
Avg Bars in Losers | 79 | 25 | 263 | 33 | 10 | 54 |
Bars Traded | 4477 | 876 | 3601 | 4477 | 876 | 3601 |
Profit Streak | 155.3006 | 155.3006 | 188.3006 | 155.3006 | 155.3006 | 188.3006 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575206 | -414151 | -683714 | 432907 | -93814 | -98534 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "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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