Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428574.0446 | 1337926.1566 | 90647.888 | 5598387.9356 | 6421172.8665 | -822784.9309 |
Total P&L (%) | 1428.574 | 1337.9262 | 90.6479 | 5598.3879 | 6421.1729 | -822.7849 |
Avg Daily Profit (%) | 0.7762 | 0.7269 | 0.0493 | 0.2199 | 0.2272 | 0 |
Buy And Hold Return (%) | 649.3527 | 649.3527 | 649.3527 | 649.3527 | 649.3527 | 649.3527 |
Max Trade Drawdown | -94253 | -71159 | -70443 | -5965622 | -4311793 | -4448098 |
Profit Factor | 2.3736 | 3.7268 | 1.165 | 1.1782 | 1.4175 | 0.9487 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 162 | 68 | 94 | 162 | 68 | 94 |
Losing Trades | 196 | 111 | 85 | 196 | 111 | 85 |
Profitability (%) | 45.2514 | 37.9888 | 52.514 | 45.2514 | 37.9888 | 52.514 |
Ratio Avg Win / Avg Loss | 2.8718 | 6.0834 | 1.0535 | 1.4255 | 2.3139 | 0.8578 |
Largest Winning Trade | 799942 | 799942 | 55801 | 4932421 | 4932421 | 1480055 |
Largest Losing Trade | -30531 | -17210 | -30531 | -2465193 | -1136526 | -2465193 |
Avg Bars in Trades | 61 | 67 | 54 | 61 | 67 | 54 |
Avg Bars in Winners | 95 | 123 | 74 | 95 | 123 | 74 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 21875 | 12168 | 9706 | 21875 | 12168 | 9706 |
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 | 430303 | 310577 | -331221 | -16240 | 212206 | -580070 |
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{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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