Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516633.8172 | 424190.9327 | 92442.8845 | 117619.2262 | -17176.8812 | 134796.1074 |
Total P&L (%) | 516.6338 | 424.1909 | 92.4429 | 117.6192 | -17.1769 | 134.7961 |
Avg Daily Profit (%) | 0.2717 | 0.2231 | 0.0486 | 0.0409 | -0.0099 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162694 | -174130 | -66513 | -1028578 | -995148 | -305709 |
Profit Factor | 1.7605 | 1.9523 | 1.3953 | 1.0417 | 0.9907 | 1.1401 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 42.6573 | 38.8889 | 46.4789 | 42.6573 | 38.8889 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.3666 | 3.0678 | 1.6067 | 1.4004 | 1.5569 | 1.3129 |
Largest Winning Trade | 333542 | 333542 | 43721 | 580166 | 580166 | 350610 |
Largest Losing Trade | -32446 | -32446 | -20531 | -171755 | -171755 | -115975 |
Avg Bars in Trades | 77 | 102 | 52 | 77 | 102 | 52 |
Avg Bars in Winners | 123 | 173 | 82 | 123 | 173 | 82 |
Avg Bars in Losers | 43 | 57 | 26 | 43 | 57 | 26 |
Bars Traded | 11110 | 7395 | 3715 | 11110 | 7395 | 3715 |
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 | 342428 | -72252 | -214529 | -315352 | -661779 | -287665 |
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{ "first_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 3 } }, "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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