Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436321.9026 | 392164.9478 | 44156.9548 | 71601.1791 | -74229.4328 | 145830.6118 |
Total P&L (%) | 436.3219 | 392.1649 | 44.157 | 71.6012 | -74.2294 | 145.8306 |
Avg Daily Profit (%) | 0.2094 | 0.1882 | 0.0212 | 0.0259 | -0.0651 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89830 | -119289 | -28127 | -696392 | -789609 | -87732 |
Profit Factor | 1.7516 | 1.7979 | 1.4957 | 1.0335 | 0.9601 | 1.5289 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 52.4823 | 48.5714 | 56.338 | 52.4823 | 48.5714 | 56.338 |
Ratio Avg Win / Avg Loss | 1.5859 | 1.9037 | 1.1591 | 0.9358 | 1.0166 | 1.1849 |
Largest Winning Trade | 370770 | 370770 | 13160 | 470053 | 470053 | 68739 |
Largest Losing Trade | -46376 | -46376 | -12148 | -330375 | -330375 | -42593 |
Avg Bars in Trades | 176 | 347 | 6 | 176 | 347 | 6 |
Avg Bars in Winners | 229 | 492 | 6 | 229 | 492 | 6 |
Avg Bars in Losers | 117 | 211 | 7 | 117 | 211 | 7 |
Bars Traded | 24828 | 24352 | 476 | 24828 | 24352 | 476 |
Profit Streak | 0 | 104.1658 | 0 | 0 | 104.1658 | 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 | 421833 | -83124 | -250699 | -342847 | -673166 | -219322 |
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "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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