Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158018.3596 | 119036.0149 | 38982.3447 | -122077.567 | 46775.7438 | -168853.3107 |
Total P&L (%) | 158.0184 | 119.036 | 38.9823 | -122.0776 | 46.7757 | -168.8533 |
Avg Daily Profit (%) | 0.1553 | 0.117 | 0.0383 | 0 | 0.0377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179605 | -140091 | -115075 | -188974 | -40514 | -184607 |
Profit Factor | 1.2397 | 1.335 | 1.1282 | 0.6538 | 1.3909 | 0.2752 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 99 | 48 | 51 | 73 | 40 | 33 |
Losing Trades | 74 | 38 | 36 | 100 | 46 | 54 |
Profitability (%) | 57.2254 | 55.814 | 58.6207 | 42.1965 | 46.5116 | 37.931 |
Ratio Avg Win / Avg Loss | 0.9266 | 1.0569 | 0.7964 | 0.8956 | 1.5996 | 0.4503 |
Largest Winning Trade | 49546 | 49546 | 22554 | 28630 | 28630 | 13501 |
Largest Losing Trade | -106974 | -42867 | -106974 | -113171 | -11140 | -113171 |
Avg Bars in Trades | 68 | 94 | 42 | 68 | 94 | 42 |
Avg Bars in Winners | 46 | 59 | 34 | 94 | 132 | 48 |
Avg Bars in Losers | 97 | 138 | 53 | 49 | 61 | 38 |
Bars Traded | 11797 | 8096 | 3701 | 11797 | 8096 | 3701 |
Profit Streak | 13.5301 | 13.5301 | 39.4467 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314195 | -34990 | -222946 | -582906 | -144053 | -585793 |
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{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 147 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 147 } } }
# | 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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