Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359675.9623 | 1348886.3926 | 10789.5697 | 867178.2937 | 1523094.6961 | -655916.4024 |
Total P&L (%) | 1359.676 | 1348.8864 | 10.7896 | 867.1783 | 1523.0947 | -655.9164 |
Avg Daily Profit (%) | 0.7443 | 0.7384 | 0.0059 | 0.1243 | 0.1527 | 0 |
Buy And Hold Return (%) | 663.5492 | 663.5492 | 663.5492 | 663.5492 | 663.5492 | 663.5492 |
Max Trade Drawdown | -130321 | -101942 | -68647 | -3290293 | -2477389 | -1339230 |
Profit Factor | 3.0302 | 4.6564 | 1.0359 | 1.0959 | 1.2965 | 0.8322 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 40.6897 | 31.9444 | 49.3151 | 40.6897 | 31.9444 | 49.3151 |
Ratio Avg Win / Avg Loss | 4.4168 | 9.9203 | 1.0646 | 1.5974 | 2.762 | 0.8553 |
Largest Winning Trade | 664294 | 664294 | 73889 | 2291339 | 2291339 | 767135 |
Largest Losing Trade | -27895 | -24151 | -27895 | -857382 | -857382 | -650895 |
Avg Bars in Trades | 70 | 83 | 58 | 70 | 83 | 58 |
Avg Bars in Winners | 116 | 166 | 85 | 116 | 166 | 85 |
Avg Bars in Losers | 39 | 44 | 32 | 39 | 44 | 32 |
Bars Traded | 10263 | 5996 | 4267 | 10263 | 5996 | 4267 |
Profit Streak | 0 | 102.6047 | 0 | 0 | 102.6047 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312478 | -72008 | -604007 | -214162 | -81634 | -653002 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "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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