Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269886.7917 | 268264.9935 | 1621.7981 | 57990.5268 | 43260.278 | 14730.2487 |
Total P&L (%) | 269.8868 | 268.265 | 1.6218 | 57.9905 | 43.2603 | 14.7302 |
Avg Daily Profit (%) | 0.2591 | 0.2575 | 0.0016 | 0.0439 | 0.0345 | 0.0132 |
Buy And Hold Return (%) | 50.2646 | 50.2646 | 50.2646 | 50.2646 | 50.2646 | 50.2646 |
Max Trade Drawdown | -132687 | -123747 | -35260 | -403805 | -385577 | -78200 |
Profit Factor | 1.4533 | 1.5958 | 1.0112 | 1.0358 | 1.0352 | 1.0375 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 92 | 38 | 54 | 92 | 38 | 54 |
Losing Trades | 115 | 65 | 50 | 115 | 65 | 50 |
Profitability (%) | 44.4444 | 36.8932 | 51.9231 | 44.4444 | 36.8932 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.8166 | 2.7297 | 0.9363 | 1.2947 | 1.7707 | 0.9606 |
Largest Winning Trade | 156113 | 156113 | 20899 | 252073 | 252073 | 66490 |
Largest Losing Trade | -18965 | -18965 | -10739 | -60747 | -60747 | -46206 |
Avg Bars in Trades | 120 | 227 | 14 | 120 | 227 | 14 |
Avg Bars in Winners | 172 | 395 | 16 | 172 | 395 | 16 |
Avg Bars in Losers | 78 | 129 | 12 | 78 | 129 | 12 |
Bars Traded | 24910 | 23408 | 1502 | 24910 | 23408 | 1502 |
Profit Streak | 3.6187 | 3.6187 | 9.4937 | 3.6187 | 3.6187 | 9.4937 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303886 | 162541 | -564621 | -434133 | -498745 | -520167 |
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{ "first_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 3 } }, "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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