Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5353551.813 | 5392251.7029 | -38699.8899 | 1462047.9647 | 1781756.0273 | -319708.0627 |
Total P&L (%) | 5353.5518 | 5392.2517 | -38.6999 | 1462.048 | 1781.756 | -319.7081 |
Avg Daily Profit (%) | 2.7258 | 2.7455 | -0.0197 | 0.14 | 0.1495 | 0 |
Buy And Hold Return (%) | 1516.5317 | 1516.5317 | 1516.5317 | 1516.5317 | 1516.5317 | 1516.5317 |
Max Trade Drawdown | -133740 | -68307 | -117861 | -1721988 | -1566464 | -1089512 |
Profit Factor | 11.0956 | 20.3083 | 0.8458 | 1.1767 | 1.3873 | 0.913 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 47.9167 | 50 | 45.8333 | 47.9167 | 50 | 45.8333 |
Ratio Avg Win / Avg Loss | 12.0604 | 20.3083 | 0.9996 | 1.279 | 1.3873 | 1.0789 |
Largest Winning Trade | 5344556 | 5344556 | 62053 | 1830076 | 1830076 | 789773 |
Largest Losing Trade | -44404 | -40008 | -44404 | -1016638 | -1016638 | -715228 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 83 | 100 | 65 | 83 | 100 | 65 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 5632 | 3307 | 2325 | 5632 | 3307 | 2325 |
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 | 726183 | 750765 | -582309 | -198136 | -103663 | -580642 |
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{ "first_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 127, "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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