Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293945.0641 | 68955.699 | 224989.3652 | 838230.0615 | 27902.4757 | 810327.5858 |
Total P&L (%) | 293.9451 | 68.9557 | 224.9894 | 838.2301 | 27.9025 | 810.3276 |
Avg Daily Profit (%) | 0.2261 | 0.053 | 0.173 | 0.1723 | 0.0189 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33486 | -32168 | -33486 | -439679 | -253598 | -439679 |
Profit Factor | 2.4581 | 1.9326 | 2.7624 | 1.5373 | 1.0525 | 1.7877 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 59.4203 | 54.2857 | 64.7059 | 59.4203 | 54.2857 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.6787 | 1.6275 | 1.5068 | 1.0498 | 0.8863 | 0.9751 |
Largest Winning Trade | 59248 | 59248 | 38322 | 291737 | 156442 | 291737 |
Largest Losing Trade | -33486 | -14480 | -33486 | -439679 | -146078 | -439679 |
Avg Bars in Trades | 107 | 20 | 196 | 107 | 20 | 196 |
Avg Bars in Winners | 77 | 21 | 126 | 77 | 21 | 126 |
Avg Bars in Losers | 151 | 20 | 325 | 151 | 20 | 325 |
Bars Traded | 7422 | 731 | 6691 | 7422 | 731 | 6691 |
Profit Streak | 8.8845 | 9.7179 | 0 | 8.8845 | 9.7179 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91581 | -117012 | 523841 | -94774 | -333816 | 370192 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
# | 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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