Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906042.06 | 867306.5378 | 38735.5221 | 46327.4318 | 17134.35 | 29193.0818 |
Total P&L (%) | 906.0421 | 867.3065 | 38.7355 | 46.3274 | 17.1344 | 29.1931 |
Avg Daily Profit (%) | 0.488 | 0.4672 | 0.0209 | 0.0205 | 0.0085 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168619 | -197526 | -52998 | -920867 | -982562 | -441470 |
Profit Factor | 2.4388 | 3.4026 | 1.1441 | 1.0168 | 1.0111 | 1.024 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 35.9223 | 29.4118 | 42.3077 | 35.9223 | 29.4118 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.3503 | 8.1663 | 1.5602 | 1.8138 | 2.4266 | 1.3964 |
Largest Winning Trade | 937857 | 937857 | 53152 | 678148 | 678148 | 263582 |
Largest Losing Trade | -40359 | -32856 | -40359 | -417474 | -202694 | -417474 |
Avg Bars in Trades | 70 | 78 | 61 | 70 | 78 | 61 |
Avg Bars in Winners | 127 | 166 | 100 | 127 | 166 | 100 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 7211 | 4022 | 3189 | 7211 | 4022 | 3189 |
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 | 358060 | -173875 | -411232 | -373260 | -588154 | -554716 |
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{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } }, "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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