Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -428049.5529 | 31433.9669 | -459483.5198 | 4069165.3381 | 1021277.1508 | 3047888.1872 |
Total P&L (%) | -428.0496 | 31.434 | -459.4835 | 4069.1653 | 1021.2772 | 3047.8882 |
Avg Daily Profit (%) | -0.236 | 0.0173 | -0.2533 | 0.2059 | 0.1334 | 0.1904 |
Buy And Hold Return (%) | 692.4424 | 692.4424 | 692.4424 | 692.4424 | 692.4424 | 692.4424 |
Max Trade Drawdown | -621652 | -71855 | -585482 | -2209486 | -1156963 | -2821436 |
Profit Factor | 0.5357 | 1.1861 | 0.3898 | 1.5732 | 1.3967 | 1.6736 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 105 | 48 | 57 | 67 | 35 | 32 |
Losing Trades | 30 | 20 | 10 | 68 | 33 | 35 |
Profitability (%) | 77.7778 | 70.5882 | 85.0746 | 49.6296 | 51.4706 | 47.7612 |
Ratio Avg Win / Avg Loss | 0.153 | 0.4942 | 0.0684 | 1.5967 | 1.3169 | 1.8305 |
Largest Winning Trade | 34128 | 34128 | 13041 | 4087759 | 1052510 | 4087759 |
Largest Losing Trade | -437466 | -58886 | -437466 | -1475015 | -836454 | -1475015 |
Avg Bars in Trades | 33 | 19 | 47 | 33 | 19 | 47 |
Avg Bars in Winners | 14 | 5 | 22 | 34 | 23 | 45 |
Avg Bars in Losers | 99 | 54 | 188 | 32 | 15 | 48 |
Bars Traded | 4503 | 1345 | 3158 | 4503 | 1345 | 3158 |
Profit Streak | 151.0407 | 151.0407 | 218.7074 | 151.0407 | 151.0407 | 218.7074 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574977 | -457788 | -691644 | 431322 | -139238 | -107136 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "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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