Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288922.8185 | 190928.4417 | 97994.3767 | -24112.1388 | -348406.0824 | 324293.9436 |
Total P&L (%) | 288.9228 | 190.9284 | 97.9944 | -24.1121 | -348.4061 | 324.2939 |
Avg Daily Profit (%) | 0.1586 | 0.1048 | 0.0538 | -0.0151 | 0 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175314 | -175215 | -79908 | -640099 | -746888 | -302903 |
Profit Factor | 1.5523 | 1.6382 | 1.4375 | 0.9882 | 0.713 | 1.3889 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 45.2632 | 36.1702 | 54.1667 | 45.2632 | 36.1702 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8772 | 2.891 | 1.2163 | 1.1951 | 1.2582 | 1.1753 |
Largest Winning Trade | 365814 | 365814 | 54199 | 398049 | 398049 | 209126 |
Largest Losing Trade | -36952 | -36952 | -30881 | -223699 | -223699 | -198096 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 85 | 66 | 98 | 85 | 66 | 98 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 5257 | 2074 | 3183 | 5257 | 2074 | 3183 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302930 | -55280 | -119541 | -580700 | -584408 | -85744 |
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{ "first_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 1 } }, "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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