Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418657.554 | 1445838.6941 | -27181.1402 | 80434.0569 | 186114.3523 | -105680.2953 |
Total P&L (%) | 1418.6576 | 1445.8387 | -27.1811 | 80.4341 | 186.1144 | -105.6803 |
Avg Daily Profit (%) | 0.6257 | 0.6377 | -0.012 | 0.026 | 0.0464 | 0 |
Buy And Hold Return (%) | 204.9145 | 204.9145 | 204.9145 | 204.9145 | 204.9145 | 204.9145 |
Max Trade Drawdown | -160999 | -134579 | -116541 | -1506204 | -1218029 | -358518 |
Profit Factor | 2.7175 | 4.0082 | 0.9213 | 1.0237 | 1.0895 | 0.9192 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 41.5094 | 35.443 | 47.5 | 41.5094 | 35.443 | 47.5 |
Ratio Avg Win / Avg Loss | 3.8292 | 7.3007 | 1.0183 | 1.4426 | 1.9845 | 1.016 |
Largest Winning Trade | 1285654 | 1285654 | 37421 | 1243349 | 1243349 | 214528 |
Largest Losing Trade | -31512 | -31512 | -30384 | -307948 | -307948 | -302276 |
Avg Bars in Trades | 56 | 85 | 27 | 56 | 85 | 27 |
Avg Bars in Winners | 76 | 136 | 32 | 76 | 136 | 32 |
Avg Bars in Losers | 41 | 57 | 22 | 41 | 57 | 22 |
Bars Traded | 8963 | 6752 | 2211 | 8963 | 6752 | 2211 |
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 | 516283 | -13772 | -599263 | -520745 | -450307 | -599263 |
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 2 } }, "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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