Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9489935.8981 | 7235.356 | -9497171.2541 | 109357244.8271 | 54879184.8015 | 54478060.0256 |
Total P&L (%) | -9489.9359 | 7.2354 | -9497.1713 | 109357.2448 | 54879.1848 | 54478.06 |
Avg Daily Profit (%) | -5.0789 | 0.0039 | -5.0828 | 0.3752 | 0.3383 | 0.3379 |
Buy And Hold Return (%) | 15402.6384 | 15402.6384 | 15402.6384 | 15402.6384 | 15402.6384 | 15402.6384 |
Max Trade Drawdown | -9622108 | -91450 | -9561940 | -32620245 | -3760303 | -32620245 |
Profit Factor | 0.0365 | 1.0502 | 0.0215 | 2.5307 | 6.2758 | 1.8925 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 60 | 29 | 31 | 36 | 18 | 18 |
Losing Trades | 18 | 10 | 8 | 42 | 21 | 21 |
Profitability (%) | 76.9231 | 74.359 | 79.4872 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.011 | 0.3621 | 0.0055 | 2.9525 | 7.3217 | 2.2079 |
Largest Winning Trade | 20277 | 20014 | 20277 | 64897834 | 14306535 | 64897834 |
Largest Losing Trade | -9074999 | -51131 | -9074999 | -32620245 | -1216717 | -32620245 |
Avg Bars in Trades | 43 | 15 | 70 | 43 | 15 | 70 |
Avg Bars in Winners | 13 | 5 | 21 | 52 | 26 | 78 |
Avg Bars in Losers | 141 | 45 | 261 | 35 | 6 | 64 |
Bars Traded | 3380 | 616 | 2764 | 3380 | 616 | 2764 |
Profit Streak | 181.6273 | 181.6273 | 216.1273 | 181.6273 | 181.6273 | 216.1273 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614403 | -515946 | -575552 | -24529 | 536788 | 362972 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "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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