Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9182108.0088 | -13389.9005 | -9168718.1083 | 77327486.6498 | 36536441.0368 | 40791045.6131 |
Total P&L (%) | -9182.108 | -13.3899 | -9168.7181 | 77327.4867 | 36536.441 | 40791.0456 |
Avg Daily Profit (%) | -4.9128 | -0.0072 | -4.9057 | 0.3565 | 0.3164 | 0.3223 |
Buy And Hold Return (%) | 9118.5546 | 9118.5546 | 9118.5546 | 9118.5546 | 9118.5546 | 9118.5546 |
Max Trade Drawdown | -9267244 | -88395 | -9201635 | -30509290 | -6534087 | -30509290 |
Profit Factor | 0.0309 | 0.9059 | 0.0176 | 2.1627 | 3.74 | 1.7672 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 24 | 29 | 31 | 17 | 14 |
Losing Trades | 18 | 12 | 6 | 40 | 19 | 21 |
Profitability (%) | 74.6479 | 66.6667 | 82.8571 | 43.662 | 47.2222 | 40 |
Ratio Avg Win / Avg Loss | 0.0105 | 0.4529 | 0.0036 | 2.7906 | 4.18 | 2.6508 |
Largest Winning Trade | 20014 | 20014 | 14538 | 60698098 | 13380716 | 60698098 |
Largest Losing Trade | -8721828 | -48612 | -8721828 | -30509290 | -2903505 | -30509290 |
Avg Bars in Trades | 46 | 18 | 75 | 46 | 18 | 75 |
Avg Bars in Winners | 12 | 4 | 18 | 58 | 29 | 94 |
Avg Bars in Losers | 147 | 46 | 348 | 37 | 9 | 62 |
Bars Traded | 3315 | 677 | 2638 | 3315 | 677 | 2638 |
Profit Streak | 163.1828 | 163.1828 | 216.6828 | 163.1828 | 163.1828 | 216.6828 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667616 | -577763 | -575238 | -79286 | 484603 | 292189 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "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) |
---|