Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084585.9372 | 1135739.7835 | -51153.8464 | -1577.9936 | 431855.9131 | -433433.9067 |
Total P&L (%) | 1084.5859 | 1135.7398 | -51.1538 | -1.578 | 431.8559 | -433.4339 |
Avg Daily Profit (%) | 0.5841 | 0.6117 | -0.0276 | -0.0009 | 0.09 | 0 |
Buy And Hold Return (%) | 216.1239 | 216.1239 | 216.1239 | 216.1239 | 216.1239 | 216.1239 |
Max Trade Drawdown | -168469 | -119974 | -106809 | -869628 | -566042 | -479560 |
Profit Factor | 1.9179 | 2.6055 | 0.8921 | 0.9995 | 1.2342 | 0.6766 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 34.1463 | 30.8943 | 37.3984 | 34.1463 | 30.8943 | 37.3984 |
Ratio Avg Win / Avg Loss | 3.6988 | 5.8282 | 1.4934 | 1.9276 | 2.7608 | 1.1325 |
Largest Winning Trade | 931496 | 931496 | 55787 | 517396 | 517396 | 123236 |
Largest Losing Trade | -30032 | -30032 | -29824 | -127204 | -122688 | -127204 |
Avg Bars in Trades | 89 | 122 | 56 | 89 | 122 | 56 |
Avg Bars in Winners | 175 | 271 | 96 | 175 | 271 | 96 |
Avg Bars in Losers | 44 | 55 | 31 | 44 | 55 | 31 |
Bars Traded | 21965 | 15068 | 6897 | 21965 | 15068 | 6897 |
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 | 315482 | 277355 | -584239 | -582878 | -86509 | -584239 |
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "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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