Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2802768.2151 | -6672.0652 | -2796096.1499 | -3676404.3181 | -68079539.2894 | 64403134.9712 |
Total P&L (%) | -2802.7682 | -6.6721 | -2796.0962 | -3676.4043 | -68079.5393 | 64403.135 |
Avg Daily Profit (%) | -1.5074 | -0.0036 | -1.5038 | 0 | 0 | 0.3485 |
Buy And Hold Return (%) | 7350.2346 | 7350.2346 | 7350.2346 | 7350.2346 | 7350.2346 | 7350.2346 |
Max Trade Drawdown | -2907429 | -141489 | -2866349 | -91076804 | -82866441 | -32297283 |
Profit Factor | 0.2028 | 0.9792 | 0.1247 | 0.9776 | 0.3789 | 2.1752 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 230 | 108 | 122 | 155 | 71 | 84 |
Losing Trades | 67 | 41 | 26 | 142 | 78 | 64 |
Profitability (%) | 77.4411 | 72.4832 | 82.4324 | 52.1886 | 47.651 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.0591 | 0.3717 | 0.0266 | 0.8956 | 0.4163 | 1.6573 |
Largest Winning Trade | 18463 | 11559 | 18463 | 47574885 | 3852014 | 47574885 |
Largest Losing Trade | -1924833 | -59368 | -1924833 | -32248003 | -32248003 | -18809289 |
Avg Bars in Trades | 36 | 22 | 49 | 36 | 22 | 49 |
Avg Bars in Winners | 11 | 7 | 14 | 31 | 15 | 45 |
Avg Bars in Losers | 120 | 61 | 212 | 40 | 29 | 54 |
Bars Traded | 10700 | 3370 | 7330 | 10700 | 3370 | 7330 |
Profit Streak | 0 | 0 | 0 | 40.3662 | 40.3662 | 41.8662 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575667 | -577745 | -576537 | -577953 | -581025 | 529548 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "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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