Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201835.1237 | -7761.323 | 209596.4468 | 214529.9881 | -131082.5758 | 345612.5639 |
Total P&L (%) | 201.8351 | -7.7613 | 209.5964 | 214.53 | -131.0826 | 345.6126 |
Avg Daily Profit (%) | 0.1935 | -0.0074 | 0.201 | 0.1099 | 0 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74933 | -80782 | -38841 | -284977 | -293900 | -95567 |
Profit Factor | 1.7269 | 0.9614 | 3.7393 | 1.2937 | 0.7478 | 2.6408 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 27 | 21 | 6 | 27 | 21 | 6 |
Profitability (%) | 80.292 | 69.5652 | 91.1765 | 80.292 | 69.5652 | 91.1765 |
Ratio Avg Win / Avg Loss | 0.4239 | 0.4206 | 0.3619 | 0.3176 | 0.3272 | 0.2556 |
Largest Winning Trade | 27552 | 27552 | 17138 | 46110 | 46110 | 36583 |
Largest Losing Trade | -67693 | -67693 | -31918 | -284705 | -284705 | -81654 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 13 | 7 | 18 | 13 | 7 | 18 |
Avg Bars in Losers | 84 | 75 | 116 | 84 | 75 | 116 |
Bars Traded | 3775 | 1942 | 1834 | 3775 | 1942 | 1834 |
Profit Streak | 99.9812 | 99.9812 | 170.2312 | 99.9812 | 99.9812 | 170.2312 |
Trades During Streak | 12 | 6 | 10 | 12 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524080 | -678168 | -90653 | -41361 | -678168 | -101762 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "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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