Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309961.0335 | 274223.6187 | 35737.4149 | 206984.1187 | 581283.8635 | -374299.7448 |
Total P&L (%) | 309.961 | 274.2236 | 35.7374 | 206.9841 | 581.2839 | -374.2997 |
Avg Daily Profit (%) | 0.2186 | 0.1934 | 0.0252 | 0.0791 | 0.1354 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111292 | -58889 | -94821 | -1064264 | -644189 | -832792 |
Profit Factor | 1.7483 | 2.3144 | 1.1738 | 1.0682 | 1.3698 | 0.7442 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 57.8313 | 60.9756 | 54.7619 | 57.8313 | 60.9756 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.2748 | 1.4812 | 0.9697 | 0.7789 | 0.8767 | 0.6148 |
Largest Winning Trade | 171549 | 171549 | 30761 | 662392 | 662392 | 280029 |
Largest Losing Trade | -58283 | -58283 | -44514 | -644189 | -644189 | -484660 |
Avg Bars in Trades | 46 | 57 | 35 | 46 | 57 | 35 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 63 | 96 | 35 | 63 | 96 | 35 |
Bars Traded | 3850 | 2377 | 1473 | 3850 | 2377 | 1473 |
Profit Streak | 0 | 119.2526 | 0 | 0 | 119.2526 | 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 | 349951 | 463810 | -192155 | -234738 | -10975 | -580117 |
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{ "first_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 75 } } }
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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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