Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826777.2412 | 1850894.4483 | -24117.2072 | 170251.2987 | 753640.4124 | -583389.1137 |
Total P&L (%) | 1826.7772 | 1850.8944 | -24.1172 | 170.2513 | 753.6404 | -583.3891 |
Avg Daily Profit (%) | 0.8102 | 0.8209 | -0.0107 | 0.0441 | 0.0951 | 0 |
Buy And Hold Return (%) | 219.863 | 219.863 | 219.863 | 219.863 | 219.863 | 219.863 |
Max Trade Drawdown | -172632 | -149560 | -111838 | -2610198 | -1955665 | -1110640 |
Profit Factor | 2.9897 | 4.8089 | 0.9442 | 1.0247 | 1.2003 | 0.8129 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 101 | 41 | 60 | 101 | 41 | 60 |
Losing Trades | 120 | 70 | 50 | 120 | 70 | 50 |
Profitability (%) | 45.7014 | 36.9369 | 54.5455 | 45.7014 | 36.9369 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.5522 | 8.2104 | 0.7868 | 1.2175 | 2.0493 | 0.6774 |
Largest Winning Trade | 1610487 | 1610487 | 44367 | 2460694 | 2460694 | 332817 |
Largest Losing Trade | -53340 | -23673 | -53340 | -679988 | -679988 | -544697 |
Avg Bars in Trades | 59 | 80 | 38 | 59 | 80 | 38 |
Avg Bars in Winners | 82 | 130 | 50 | 82 | 130 | 50 |
Avg Bars in Losers | 40 | 50 | 25 | 40 | 50 | 25 |
Bars Traded | 13174 | 8886 | 4288 | 13174 | 8886 | 4288 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661320 | 557998 | -580450 | -493609 | -73013 | -580450 |
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{ "first_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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