Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1633478.6428 | 37866.195 | -1671344.8378 | 332269.0182 | 25512296.1685 | -25180027.1503 |
Total P&L (%) | -1633.4786 | 37.8662 | -1671.3448 | 332.269 | 25512.2962 | -25180.0272 |
Avg Daily Profit (%) | -0.8788 | 0.0204 | -0.8991 | 0.0788 | 0.2988 | 0 |
Buy And Hold Return (%) | 5876.9888 | 5876.9888 | 5876.9888 | 5876.9888 | 5876.9888 | 5876.9888 |
Max Trade Drawdown | -1779997 | -129534 | -1750276 | -39779187 | -8969220 | -39825317 |
Profit Factor | 0.3929 | 1.0972 | 0.2736 | 1.0036 | 2.1118 | 0.6312 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 401 | 187 | 214 | 273 | 136 | 137 |
Losing Trades | 136 | 82 | 54 | 264 | 133 | 131 |
Profitability (%) | 74.6741 | 69.5167 | 79.8507 | 50.838 | 50.5576 | 51.1194 |
Ratio Avg Win / Avg Loss | 0.1332 | 0.4811 | 0.069 | 0.9706 | 2.0653 | 0.6035 |
Largest Winning Trade | 25307 | 24963 | 25307 | 14615078 | 14615078 | 11759339 |
Largest Losing Trade | -798278 | -52256 | -798278 | -26564437 | -1140083 | -26564437 |
Avg Bars in Trades | 40 | 20 | 60 | 40 | 20 | 60 |
Avg Bars in Winners | 12 | 8 | 16 | 38 | 20 | 56 |
Avg Bars in Losers | 122 | 47 | 234 | 41 | 19 | 63 |
Bars Traded | 21548 | 5436 | 16112 | 21548 | 5436 | 16112 |
Profit Streak | 39.9615 | 39.9615 | 43.5448 | 39.9615 | 39.9615 | 43.5448 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573369 | -442523 | -575074 | -467823 | 458228 | -578799 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "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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