Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713671.5562 | 713178.8611 | 492.6951 | 171890.935 | 216756.329 | -44865.394 |
Total P&L (%) | 713.6716 | 713.1789 | 0.4927 | 171.8909 | 216.7563 | -44.8654 |
Avg Daily Profit (%) | 0.2856 | 0.2854 | 0.0002 | 0.04 | 0.0461 | -0.0238 |
Buy And Hold Return (%) | 329.4867 | 329.4867 | 329.4867 | 329.4867 | 329.4867 | 329.4867 |
Max Trade Drawdown | -95982 | -89774 | -26836 | -692808 | -592818 | -134032 |
Profit Factor | 3.0563 | 3.4993 | 1.008 | 1.12 | 1.1783 | 0.7931 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 56.7164 | 57.5758 | 55.8824 | 56.7164 | 57.5758 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.3324 | 2.5784 | 0.7958 | 0.8547 | 0.8682 | 0.6262 |
Largest Winning Trade | 710563 | 710563 | 12318 | 777854 | 777854 | 30134 |
Largest Losing Trade | -39842 | -39842 | -18741 | -365452 | -365452 | -67884 |
Avg Bars in Trades | 187 | 371 | 9 | 187 | 371 | 9 |
Avg Bars in Winners | 222 | 436 | 8 | 222 | 436 | 8 |
Avg Bars in Losers | 142 | 283 | 10 | 142 | 283 | 10 |
Bars Traded | 12574 | 12262 | 312 | 12574 | 12262 | 312 |
Profit Streak | 170.7756 | 0 | 414.6089 | 170.7756 | 0 | 414.6089 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110722 | 382540 | -570125 | -514982 | -322197 | -579169 |
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{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } }, "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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