Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457930.6733 | 442479.741 | 15450.9323 | 128169.4077 | 137494.6886 | -9325.2809 |
Total P&L (%) | 457.9307 | 442.4797 | 15.4509 | 128.1694 | 137.4947 | -9.3253 |
Avg Daily Profit (%) | 0.3245 | 0.3135 | 0.0109 | 0.0585 | 0.0613 | -0.0069 |
Buy And Hold Return (%) | 50.184 | 50.184 | 50.184 | 50.184 | 50.184 | 50.184 |
Max Trade Drawdown | -179018 | -171629 | -60893 | -530508 | -488814 | -94151 |
Profit Factor | 1.6478 | 1.88 | 1.0757 | 1.0991 | 1.1459 | 0.9734 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 48.583 | 49.5935 | 47.5806 | 48.583 | 49.5935 | 47.5806 |
Ratio Avg Win / Avg Loss | 1.7439 | 1.9108 | 1.1851 | 1.1632 | 1.1647 | 1.0724 |
Largest Winning Trade | 291038 | 291038 | 29040 | 429246 | 429246 | 57087 |
Largest Losing Trade | -30579 | -30579 | -10492 | -131960 | -131960 | -42807 |
Avg Bars in Trades | 67 | 127 | 7 | 67 | 127 | 7 |
Avg Bars in Winners | 74 | 138 | 9 | 74 | 138 | 9 |
Avg Bars in Losers | 59 | 116 | 6 | 59 | 116 | 6 |
Bars Traded | 16593 | 15627 | 966 | 16593 | 15627 | 966 |
Profit Streak | 473.7862 | 473.7862 | 527.6195 | 473.7862 | 473.7862 | 527.6195 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499816 | 444920 | -480751 | -227774 | -174197 | -578629 |
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{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 15 } } }
# | 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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