Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -273065.7 | 95162.4715 | -368228.1715 | -395959.3126 | 915655.8614 | -1311615.174 |
Total P&L (%) | -273.0657 | 95.1625 | -368.2282 | -395.9593 | 915.6559 | -1311.6152 |
Avg Daily Profit (%) | -0.1934 | 0.0674 | -0.2608 | 0 | 0.1643 | 0 |
Buy And Hold Return (%) | 76.761 | 76.761 | 76.761 | 76.761 | 76.761 | 76.761 |
Max Trade Drawdown | -421074 | -63926 | -454101 | -1369151 | -83850 | -1417695 |
Profit Factor | 0.7537 | 1.3679 | 0.5667 | 0.892 | 2.5706 | 0.5748 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 266 | 121 | 145 | 162 | 83 | 79 |
Losing Trades | 67 | 45 | 22 | 171 | 83 | 88 |
Profitability (%) | 79.8799 | 72.8916 | 86.8263 | 48.6486 | 50 | 47.3054 |
Ratio Avg Win / Avg Loss | 0.1898 | 0.5087 | 0.086 | 0.9416 | 2.5706 | 0.6403 |
Largest Winning Trade | 19261 | 16886 | 19261 | 618603 | 454443 | 618603 |
Largest Losing Trade | -279679 | -62571 | -279679 | -809710 | -42711 | -809710 |
Avg Bars in Trades | 24 | 15 | 34 | 24 | 15 | 34 |
Avg Bars in Winners | 10 | 6 | 14 | 24 | 19 | 30 |
Avg Bars in Losers | 80 | 39 | 165 | 24 | 11 | 37 |
Bars Traded | 8261 | 2573 | 5688 | 8261 | 2573 | 5688 |
Profit Streak | 463.677 | 463.677 | 486.3437 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573548 | -191155 | -574274 | -579284 | 476136 | -581506 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
# | 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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