Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125106.9395 | -67477.1071 | 192584.0466 | 129953.2623 | -145331.9561 | 275285.2184 |
Total P&L (%) | 125.1069 | -67.4771 | 192.584 | 129.9533 | -145.332 | 275.2852 |
Avg Daily Profit (%) | 0.0968 | -0.0522 | 0.149 | 0.0644 | 0 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50621 | -75761 | -24074 | -150830 | -165197 | -58951 |
Profit Factor | 1.5508 | 0.5547 | 3.5467 | 1.2768 | 0.5235 | 2.6742 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 49.2308 | 39.3939 | 59.375 | 49.2308 | 39.3939 | 59.375 |
Ratio Avg Win / Avg Loss | 1.5993 | 0.8533 | 2.4267 | 1.3167 | 0.8054 | 1.8297 |
Largest Winning Trade | 33218 | 20526 | 33218 | 71592 | 35242 | 71592 |
Largest Losing Trade | -20673 | -20673 | -12030 | -48694 | -48694 | -34170 |
Avg Bars in Trades | 49 | 22 | 76 | 49 | 22 | 76 |
Avg Bars in Winners | 42 | 24 | 55 | 42 | 24 | 55 |
Avg Bars in Losers | 55 | 20 | 108 | 55 | 20 | 108 |
Bars Traded | 3198 | 736 | 2462 | 3198 | 736 | 2462 |
Profit Streak | 0 | 0 | 206.3666 | 0 | 0 | 206.3666 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197334 | -584649 | 516263 | -243245 | -584649 | -49448 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } } }
# | 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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