Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -236085.4533 | 75724.0019 | -311809.4552 | 3039858.5598 | 924935.084 | 2114923.4757 |
Total P&L (%) | -236.0855 | 75.724 | -311.8095 | 3039.8586 | 924.9351 | 2114.9235 |
Avg Daily Profit (%) | -0.133 | 0.0427 | -0.1757 | 0.1944 | 0.1312 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -552737 | -37507 | -558806 | -3798029 | -436621 | -4211250 |
Profit Factor | 0.7676 | 2.0347 | 0.6692 | 1.3097 | 1.6222 | 1.2539 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 95 | 44 | 51 | 57 | 29 | 28 |
Losing Trades | 28 | 18 | 10 | 66 | 33 | 33 |
Profitability (%) | 77.2358 | 70.9677 | 83.6066 | 46.3415 | 46.7742 | 45.9016 |
Ratio Avg Win / Avg Loss | 0.2262 | 0.8324 | 0.1312 | 1.5165 | 1.8459 | 1.4778 |
Largest Winning Trade | 41206 | 15918 | 41206 | 2075567 | 995692 | 2075567 |
Largest Losing Trade | -532726 | -29825 | -532726 | -1188560 | -254217 | -1188560 |
Avg Bars in Trades | 72 | 2 | 144 | 72 | 2 | 144 |
Avg Bars in Winners | 38 | 1 | 69 | 59 | 3 | 117 |
Avg Bars in Losers | 190 | 5 | 525 | 84 | 2 | 167 |
Bars Traded | 8973 | 173 | 8800 | 8973 | 173 | 8800 |
Profit Streak | 120.927 | 120.927 | 121.2604 | 120.927 | 120.927 | 121.2604 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575256 | -285061 | -737260 | 343226 | -168587 | -154692 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 29, "offset": 0, "scalar": 3 } } }
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# | 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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