Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2810455.6472 | 94150.4103 | -2904606.0575 | -1104429.4201 | -59510353.9505 | 58405924.5304 |
Total P&L (%) | -2810.4556 | 94.1504 | -2904.6061 | -1104.4294 | -59510.354 | 58405.9245 |
Avg Daily Profit (%) | -1.5113 | 0.0506 | -1.5619 | 0 | 0 | 0.3432 |
Buy And Hold Return (%) | 6130.7369 | 6130.7369 | 6130.7369 | 6130.7369 | 6130.7369 | 6130.7369 |
Max Trade Drawdown | -3031967 | -103798 | -3020501 | -74827519 | -67435333 | -39093512 |
Profit Factor | 0.2591 | 1.3034 | 0.1661 | 0.995 | 0.4807 | 1.5599 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 267 | 125 | 142 | 198 | 100 | 98 |
Losing Trades | 80 | 49 | 31 | 149 | 74 | 75 |
Profitability (%) | 76.9452 | 71.8391 | 82.0809 | 57.0605 | 57.4713 | 56.6474 |
Ratio Avg Win / Avg Loss | 0.0776 | 0.5109 | 0.0363 | 0.7487 | 0.3557 | 1.1938 |
Largest Winning Trade | 29515 | 29515 | 24583 | 69194107 | 3324543 | 69194107 |
Largest Losing Trade | -2302645 | -59833 | -2302645 | -38017765 | -38017765 | -26708047 |
Avg Bars in Trades | 31 | 17 | 44 | 31 | 17 | 44 |
Avg Bars in Winners | 10 | 7 | 13 | 24 | 12 | 37 |
Avg Bars in Losers | 99 | 43 | 188 | 39 | 24 | 53 |
Bars Traded | 10777 | 3054 | 7723 | 10777 | 3054 | 7723 |
Profit Streak | 40.0476 | 40.0476 | 43.2143 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574483 | -288631 | -575505 | -578048 | -579175 | 437269 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "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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