Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -246334.0369 | 30519.9159 | -276853.9528 | 1367615.1922 | -992990.8683 | 2360606.0605 |
Total P&L (%) | -246.334 | 30.5199 | -276.854 | 1367.6152 | -992.9909 | 2360.6061 |
Avg Daily Profit (%) | -0.1132 | 0.014 | -0.1272 | 0.1235 | 0 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -494163 | -81243 | -540687 | -1792441 | -1308643 | -1471694 |
Profit Factor | 0.7493 | 1.1508 | 0.6451 | 1.1905 | 0.6556 | 1.5495 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 178 | 81 | 97 | 162 | 73 | 89 |
Losing Trades | 51 | 34 | 17 | 67 | 42 | 25 |
Profitability (%) | 77.7293 | 70.4348 | 85.0877 | 70.7424 | 63.4783 | 78.0702 |
Ratio Avg Win / Avg Loss | 0.2147 | 0.4831 | 0.1131 | 0.4924 | 0.3772 | 0.4352 |
Largest Winning Trade | 21216 | 15560 | 21216 | 2670471 | 173834 | 2670471 |
Largest Losing Trade | -415713 | -30927 | -415713 | -1009813 | -577344 | -1009813 |
Avg Bars in Trades | 53 | 13 | 94 | 53 | 13 | 94 |
Avg Bars in Winners | 32 | 4 | 54 | 37 | 5 | 63 |
Avg Bars in Losers | 129 | 35 | 317 | 94 | 28 | 204 |
Bars Traded | 12304 | 1576 | 10728 | 12304 | 1576 | 10728 |
Profit Streak | 0 | 0 | 293.3618 | 0 | 0 | 293.3618 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575985 | -230509 | -574934 | -36474 | -579001 | 325500 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "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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