Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1945662.1049 | -41715.0292 | -1903947.0757 | 24649246.9775 | 121380809.118 | -96731562.1405 |
Total P&L (%) | -1945.6621 | -41.715 | -1903.9471 | 24649.247 | 121380.8091 | -96731.5621 |
Avg Daily Profit (%) | -1.037 | -0.0222 | -1.0148 | 0.2942 | 0.3793 | 0 |
Buy And Hold Return (%) | 437.8996 | 437.8996 | 437.8996 | 437.8996 | 437.8996 | 437.8996 |
Max Trade Drawdown | -2128045 | -181784 | -2036080 | -143642419 | -14334980 | -187059783 |
Profit Factor | 0.3538 | 0.9112 | 0.2507 | 1.065 | 2.2705 | 0.659 |
Total Trades | 623 | 312 | 311 | 623 | 312 | 311 |
Winning Trades | 465 | 212 | 253 | 249 | 130 | 119 |
Losing Trades | 158 | 100 | 58 | 374 | 182 | 192 |
Profitability (%) | 74.6388 | 67.9487 | 81.3505 | 39.9679 | 41.6667 | 38.2637 |
Ratio Avg Win / Avg Loss | 0.1202 | 0.4298 | 0.0575 | 1.5996 | 3.1787 | 1.0633 |
Largest Winning Trade | 23887 | 23887 | 20763 | 31300264 | 30683226 | 31300264 |
Largest Losing Trade | -1317285 | -34031 | -1317285 | -129610750 | -11383361 | -129610750 |
Avg Bars in Trades | 35 | 22 | 48 | 35 | 22 | 48 |
Avg Bars in Winners | 14 | 8 | 19 | 49 | 37 | 63 |
Avg Bars in Losers | 98 | 53 | 174 | 26 | 12 | 39 |
Bars Traded | 22234 | 7145 | 15089 | 22234 | 7145 | 15089 |
Profit Streak | 4.3986 | 4.3986 | 12.1486 | 4.3986 | 4.3986 | 12.1486 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573296 | -576945 | -575065 | -139108 | 437657 | -581983 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 237, "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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