Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2265566.8653 | 2248614.6245 | 16952.2408 | 36651.8345 | 1057149.1871 | -1020497.3526 |
Total P&L (%) | 2265.5669 | 2248.6146 | 16.9522 | 36.6518 | 1057.1492 | -1020.4974 |
Avg Daily Profit (%) | 0.9753 | 0.968 | 0.0073 | 0.0134 | 0.1055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195770 | -117059 | -181596 | -1709915 | -684572 | -1283899 |
Profit Factor | 2.9777 | 4.6059 | 1.0325 | 1.0071 | 1.4102 | 0.6102 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 69 | 23 | 46 | 69 | 23 | 46 |
Losing Trades | 128 | 76 | 52 | 128 | 76 | 52 |
Profitability (%) | 35.0254 | 23.2323 | 46.9388 | 35.0254 | 23.2323 | 46.9388 |
Ratio Avg Win / Avg Loss | 5.5238 | 15.2196 | 1.1671 | 1.8682 | 4.6598 | 0.6897 |
Largest Winning Trade | 2132102 | 2132102 | 81261 | 1763839 | 1763839 | 227535 |
Largest Losing Trade | -58026 | -42974 | -58026 | -614811 | -351232 | -614811 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 132 | 174 | 111 | 132 | 174 | 111 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 13749 | 6598 | 7152 | 13749 | 6598 | 7152 |
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 | 511666 | -17078 | -378283 | -393849 | -87803 | -582261 |
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 1 } }, "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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