Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -381311.5862 | 1391.7912 | -382703.3773 | 1565570.0792 | 491275.2279 | 1074294.8513 |
Total P&L (%) | -381.3116 | 1.3918 | -382.7034 | 1565.5701 | 491.2752 | 1074.2949 |
Avg Daily Profit (%) | -0.2095 | 0.0008 | -0.2102 | 0.1546 | 0.0977 | 0.1354 |
Buy And Hold Return (%) | 227.6329 | 227.6329 | 227.6329 | 227.6329 | 227.6329 | 227.6329 |
Max Trade Drawdown | -512079 | -81089 | -480605 | -878107 | -246485 | -1064728 |
Profit Factor | 0.4999 | 1.009 | 0.37 | 1.7824 | 1.6593 | 1.8554 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 89 | 40 | 49 | 49 | 25 | 24 |
Losing Trades | 16 | 13 | 3 | 56 | 28 | 28 |
Profitability (%) | 84.7619 | 75.4717 | 94.2308 | 46.6667 | 47.1698 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0899 | 0.3279 | 0.0227 | 2.037 | 1.8584 | 2.1646 |
Largest Winning Trade | 15353 | 15353 | 12785 | 1410190 | 350785 | 1410190 |
Largest Losing Trade | -375550 | -52855 | -375550 | -554282 | -182005 | -554282 |
Avg Bars in Trades | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Winners | 12 | 5 | 18 | 30 | 28 | 31 |
Avg Bars in Losers | 117 | 73 | 305 | 27 | 16 | 38 |
Bars Traded | 3014 | 1189 | 1825 | 3014 | 1189 | 1825 |
Profit Streak | 78.8377 | 78.8377 | 225.8377 | 78.8377 | 78.8377 | 225.8377 |
Trades During Streak | 6 | 3 | 10 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574080 | -744989 | -754035 | 421914 | -244788 | -189945 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
# | 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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