Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088977.4251 | 1099659.224 | -10681.7989 | 229825.8858 | 1079912.4702 | -850086.5844 |
Total P&L (%) | 1088.9774 | 1099.6592 | -10.6818 | 229.8259 | 1079.9125 | -850.0866 |
Avg Daily Profit (%) | 0.4345 | 0.4387 | -0.0043 | 0.0476 | 0.0985 | 0 |
Buy And Hold Return (%) | 286.2644 | 286.2644 | 286.2644 | 286.2644 | 286.2644 | 286.2644 |
Max Trade Drawdown | -167172 | -100892 | -97463 | -2728177 | -1847195 | -1384019 |
Profit Factor | 2.5463 | 4.003 | 0.9684 | 1.029 | 1.266 | 0.7795 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Profitability (%) | 46.6667 | 37.7778 | 55.5556 | 46.6667 | 37.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9101 | 6.5932 | 0.7747 | 1.176 | 2.0852 | 0.6236 |
Largest Winning Trade | 1019861 | 1019861 | 34773 | 2727871 | 2727871 | 566093 |
Largest Losing Trade | -60940 | -23582 | -60940 | -986295 | -606539 | -986295 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 77 | 96 | 63 | 77 | 96 | 63 |
Avg Bars in Losers | 34 | 37 | 29 | 34 | 37 | 29 |
Bars Traded | 9764 | 5409 | 4355 | 9764 | 5409 | 4355 |
Profit Streak | 0 | 0 | 23.4685 | 0 | 0 | 23.4685 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437263 | 349631 | -579825 | -484031 | -67543 | -579825 |
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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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{ "first_band": { "type": "kcl", "factors": { "length": 141, "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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