Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -658172.2237 | 10147.1006 | -668319.3243 | 9300188.6867 | 901235.6712 | 8398953.0155 |
Total P&L (%) | -658.1722 | 10.1471 | -668.3193 | 9300.1887 | 901.2357 | 8398.953 |
Avg Daily Profit (%) | -0.3602 | 0.0056 | -0.3657 | 0.2489 | 0.1262 | 0.2434 |
Buy And Hold Return (%) | 741.6975 | 741.6975 | 741.6975 | 741.6975 | 741.6975 | 741.6975 |
Max Trade Drawdown | -819198 | -71704 | -790198 | -2225941 | -952469 | -2554599 |
Profit Factor | 0.4128 | 1.0802 | 0.3279 | 2.3263 | 1.3967 | 2.772 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 69 | 29 | 40 | 43 | 24 | 19 |
Losing Trades | 34 | 23 | 11 | 60 | 28 | 32 |
Profitability (%) | 66.9903 | 55.7692 | 78.4314 | 41.7476 | 46.1538 | 37.2549 |
Ratio Avg Win / Avg Loss | 0.2034 | 0.8567 | 0.0902 | 3.2461 | 1.6295 | 4.6686 |
Largest Winning Trade | 37310 | 30543 | 37310 | 6627767 | 1047515 | 6627767 |
Largest Losing Trade | -605194 | -54444 | -605194 | -1196028 | -458583 | -1196028 |
Avg Bars in Trades | 43 | 8 | 79 | 43 | 8 | 79 |
Avg Bars in Winners | 25 | 3 | 41 | 41 | 10 | 81 |
Avg Bars in Losers | 80 | 14 | 218 | 44 | 6 | 78 |
Bars Traded | 4476 | 423 | 4053 | 4476 | 423 | 4053 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578023 | -664214 | -757147 | 358231 | -302528 | -171313 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "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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