Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5442232.3704 | 5523452.4822 | -81220.1118 | 672989.8653 | 615034.7183 | 57955.147 |
Total P&L (%) | 5442.2324 | 5523.4525 | -81.2201 | 672.9899 | 615.0347 | 57.9551 |
Avg Daily Profit (%) | 2.7717 | 2.8131 | -0.0414 | 0.1042 | 0.1002 | 0.0233 |
Buy And Hold Return (%) | 1715.311 | 1715.311 | 1715.311 | 1715.311 | 1715.311 | 1715.311 |
Max Trade Drawdown | -164936 | -52193 | -137291 | -440735 | -447709 | -363210 |
Profit Factor | 11.916 | 25.9171 | 0.7067 | 1.3166 | 1.6156 | 1.0515 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 43.617 | 48.9362 | 38.2979 | 43.617 | 48.9362 | 38.2979 |
Ratio Avg Win / Avg Loss | 15.4036 | 27.0439 | 1.1385 | 1.702 | 1.6859 | 1.694 |
Largest Winning Trade | 5547101 | 5547101 | 59645 | 670797 | 670797 | 262760 |
Largest Losing Trade | -39217 | -39217 | -33566 | -229363 | -229363 | -166526 |
Avg Bars in Trades | 79 | 106 | 52 | 79 | 106 | 52 |
Avg Bars in Winners | 123 | 162 | 75 | 123 | 162 | 75 |
Avg Bars in Losers | 45 | 53 | 38 | 45 | 53 | 38 |
Bars Traded | 7485 | 5015 | 2470 | 7485 | 5015 | 2470 |
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 | 655797 | 726970 | -583581 | -220155 | -221792 | -494827 |
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "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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