Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -453082.8943 | 46336.325 | -499419.2193 | 6815466.9964 | -145447.5048 | 6960914.5012 |
Total P&L (%) | -453.0829 | 46.3363 | -499.4192 | 6815.467 | -145.4475 | 6960.9145 |
Avg Daily Profit (%) | -0.2481 | 0.0254 | -0.2735 | 0.2323 | 0 | 0.2334 |
Buy And Hold Return (%) | 779.8387 | 779.8387 | 779.8387 | 779.8387 | 779.8387 | 779.8387 |
Max Trade Drawdown | -617580 | -62989 | -614517 | -3465540 | -2151126 | -3736389 |
Profit Factor | 0.5361 | 1.2882 | 0.3879 | 1.6061 | 0.9683 | 2.0452 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 115 | 50 | 65 | 63 | 32 | 31 |
Losing Trades | 30 | 23 | 7 | 82 | 41 | 41 |
Profitability (%) | 79.3103 | 68.4932 | 90.2778 | 43.4483 | 43.8356 | 43.0556 |
Ratio Avg Win / Avg Loss | 0.1399 | 0.5926 | 0.0418 | 2.0905 | 1.2406 | 2.7049 |
Largest Winning Trade | 34128 | 34128 | 17250 | 8024614 | 1227753 | 8024614 |
Largest Losing Trade | -490823 | -62989 | -490823 | -2314139 | -653527 | -2314139 |
Avg Bars in Trades | 31 | 16 | 45 | 31 | 16 | 45 |
Avg Bars in Winners | 14 | 5 | 21 | 34 | 20 | 49 |
Avg Bars in Losers | 94 | 40 | 270 | 28 | 13 | 43 |
Bars Traded | 4502 | 1216 | 3286 | 4502 | 1216 | 3286 |
Profit Streak | 163.7425 | 163.7425 | 210.7425 | 163.7425 | 163.7425 | 210.7425 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574819 | -394027 | -653610 | 384744 | -651806 | -68488 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "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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