Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465666.1837 | 1447060.3972 | 18605.7864 | 65353.6526 | -584295.8189 | 649649.4715 |
Total P&L (%) | 1465.6662 | 1447.0604 | 18.6058 | 65.3537 | -584.2958 | 649.6495 |
Avg Daily Profit (%) | 0.7859 | 0.7759 | 0.01 | 0.027 | 0 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180158 | -159048 | -76106 | -2374847 | -2549239 | -801945 |
Profit Factor | 2.6731 | 3.6558 | 1.0562 | 1.007 | 0.9053 | 1.2089 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 99 | 57 | 42 | 99 | 57 | 42 |
Profitability (%) | 47.619 | 39.3617 | 55.7895 | 47.619 | 39.3617 | 55.7895 |
Ratio Avg Win / Avg Loss | 2.9404 | 5.632 | 0.837 | 1.1077 | 1.3946 | 0.958 |
Largest Winning Trade | 1407273 | 1407273 | 30713 | 1447919 | 1447919 | 531161 |
Largest Losing Trade | -44325 | -39929 | -44325 | -632143 | -630946 | -632143 |
Avg Bars in Trades | 29 | 40 | 17 | 29 | 40 | 17 |
Avg Bars in Winners | 34 | 54 | 20 | 34 | 54 | 20 |
Avg Bars in Losers | 24 | 31 | 15 | 24 | 31 | 15 |
Bars Traded | 5518 | 3820 | 1698 | 5518 | 3820 | 1698 |
Profit Streak | 0 | 15.7533 | 0 | 0 | 15.7533 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665491 | 572716 | -346991 | -369593 | -582971 | -49707 |
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{ "first_band": { "type": "kcl", "factors": { "length": 47, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 47, "offset": 0, "scalar": 1 } }, "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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