Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337341.8208 | 58230.5476 | 279111.2732 | 1362498.2015 | 125255.6591 | 1237242.5424 |
Total P&L (%) | 337.3418 | 58.2305 | 279.1113 | 1362.4982 | 125.2557 | 1237.2425 |
Avg Daily Profit (%) | 0.2268 | 0.0391 | 0.1876 | 0.1805 | 0.0546 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71408 | -52438 | -77348 | -433514 | -352520 | -459994 |
Profit Factor | 2.8331 | 1.549 | 4.5803 | 2.1982 | 1.1863 | 3.6624 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Losing Trades | 21 | 18 | 3 | 21 | 18 | 3 |
Profitability (%) | 77.8947 | 62.5 | 93.617 | 77.8947 | 62.5 | 93.617 |
Ratio Avg Win / Avg Loss | 0.804 | 0.9294 | 0.3123 | 0.6238 | 0.7118 | 0.2497 |
Largest Winning Trade | 30738 | 13885 | 30738 | 207504 | 99555 | 207504 |
Largest Losing Trade | -47902 | -47902 | -39797 | -335638 | -335638 | -286595 |
Avg Bars in Trades | 40 | 12 | 70 | 40 | 12 | 70 |
Avg Bars in Winners | 27 | 4 | 43 | 27 | 4 | 43 |
Avg Bars in Losers | 87 | 24 | 461 | 87 | 24 | 461 |
Bars Traded | 3888 | 586 | 3302 | 3888 | 586 | 3302 |
Profit Streak | 204.5958 | 204.5958 | 229.9292 | 204.5958 | 204.5958 | 229.9292 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580121 | -138090 | 682063 | 536777 | -133932 | 668784 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 5 } } }
# | 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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