Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9075777.371 | 91727.2611 | -9167504.6321 | 26929673.4508 | -25910981.0408 | 52840654.4916 |
Total P&L (%) | -9075.7774 | 91.7273 | -9167.5046 | 26929.6735 | -25910.981 | 52840.6545 |
Avg Daily Profit (%) | -4.0052 | 0.0405 | -4.0457 | 0.2474 | 0 | 0.2772 |
Buy And Hold Return (%) | 9906.7084 | 9906.7084 | 9906.7084 | 9906.7084 | 9906.7084 | 9906.7084 |
Max Trade Drawdown | -9191828 | -46617 | -9245220 | -70276499 | -39572176 | -56371423 |
Profit Factor | 0.0686 | 1.5249 | 0.042 | 1.1701 | 0.5961 | 1.5611 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 246 | 120 | 126 | 126 | 58 | 68 |
Losing Trades | 61 | 34 | 27 | 181 | 96 | 85 |
Profitability (%) | 80.1303 | 77.9221 | 82.3529 | 41.0423 | 37.6623 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.017 | 0.4321 | 0.009 | 1.6809 | 0.9866 | 1.9514 |
Largest Winning Trade | 19105 | 19105 | 17091 | 53385005 | 16520398 | 53385005 |
Largest Losing Trade | -9146468 | -44116 | -9146468 | -10176498 | -4744334 | -10176498 |
Avg Bars in Trades | 27 | 11 | 44 | 27 | 11 | 44 |
Avg Bars in Winners | 12 | 6 | 17 | 30 | 14 | 44 |
Avg Bars in Losers | 92 | 32 | 167 | 26 | 10 | 44 |
Bars Traded | 8593 | 1841 | 6752 | 8593 | 1841 | 6752 |
Profit Streak | 80.3332 | 83.3332 | 80.3332 | 80.3332 | 83.3332 | 80.3332 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573625 | -299027 | -575578 | -27459 | -583681 | 324747 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "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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