Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460101.859 | 1440741.6721 | 19360.187 | 978362.7365 | 256143.7318 | 722219.0047 |
Total P&L (%) | 1460.1019 | 1440.7417 | 19.3602 | 978.3627 | 256.1437 | 722.219 |
Avg Daily Profit (%) | 0.6441 | 0.6355 | 0.0085 | 0.105 | 0.056 | 0.093 |
Buy And Hold Return (%) | 478.0731 | 478.0731 | 478.0731 | 478.0731 | 478.0731 | 478.0731 |
Max Trade Drawdown | -74733 | -99751 | -34090 | -1134094 | -1398351 | -213199 |
Profit Factor | 4.7113 | 6.88 | 1.1305 | 1.269 | 1.0977 | 1.7112 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 44.1176 | 48.4848 | 46.2687 | 44.1176 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.4712 | 8.7146 | 1.2011 | 1.4736 | 1.3904 | 1.8182 |
Largest Winning Trade | 1246508 | 1246508 | 35468 | 1568681 | 1568681 | 359708 |
Largest Losing Trade | -45466 | -45466 | -26595 | -359416 | -359416 | -166623 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 89 | 114 | 66 | 89 | 114 | 66 |
Avg Bars in Losers | 36 | 27 | 46 | 36 | 27 | 46 |
Bars Traded | 4098 | 2249 | 1849 | 4098 | 2249 | 1849 |
Profit Streak | 0 | 0 | 20.5822 | 0 | 0 | 20.5822 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106375 | 535849 | -424274 | -181865 | -399236 | -75387 |
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{ "first_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "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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