Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278805.3484 | 252474.0728 | 26331.2756 | 13240.6692 | -25000.5202 | 38241.1895 |
Total P&L (%) | 278.8053 | 252.4741 | 26.3313 | 13.2407 | -25.0005 | 38.2412 |
Avg Daily Profit (%) | 0.2677 | 0.2424 | 0.0253 | 0.0119 | -0.0276 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128736 | -129432 | -63863 | -326597 | -323697 | -98381 |
Profit Factor | 1.3388 | 1.4488 | 1.1012 | 1.0088 | 0.9754 | 1.079 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 149 | 65 | 84 | 149 | 65 | 84 |
Losing Trades | 190 | 105 | 85 | 190 | 105 | 85 |
Profitability (%) | 43.9528 | 38.2353 | 49.7041 | 43.9528 | 38.2353 | 49.7041 |
Ratio Avg Win / Avg Loss | 1.7072 | 2.3404 | 1.1143 | 1.2864 | 1.5756 | 1.0918 |
Largest Winning Trade | 268804 | 268804 | 24044 | 225290 | 225290 | 64800 |
Largest Losing Trade | -25715 | -25715 | -17716 | -55928 | -51188 | -55928 |
Avg Bars in Trades | 73 | 121 | 24 | 73 | 121 | 24 |
Avg Bars in Winners | 101 | 193 | 30 | 101 | 193 | 30 |
Avg Bars in Losers | 50 | 77 | 17 | 50 | 77 | 17 |
Bars Traded | 24806 | 20704 | 4102 | 24806 | 20704 | 4102 |
Profit Streak | 0 | 0 | 31.7019 | 0 | 0 | 31.7019 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325893 | 210510 | -269792 | -453242 | -582240 | -285397 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 3 } }, "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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