Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064695.8407 | 1003630.7011 | 61065.1396 | 5231638.5811 | 5013872.1775 | 217766.4036 |
Total P&L (%) | 1064.6958 | 1003.6307 | 61.0651 | 5231.6386 | 5013.8722 | 217.7664 |
Avg Daily Profit (%) | 0.4857 | 0.4579 | 0.0279 | 0.1816 | 0.1797 | 0.0528 |
Buy And Hold Return (%) | 742.2955 | 742.2955 | 742.2955 | 742.2955 | 742.2955 | 742.2955 |
Max Trade Drawdown | -65514 | -88431 | -46201 | -2286997 | -2670329 | -1720754 |
Profit Factor | 3.8392 | 6.2455 | 1.3325 | 1.4696 | 1.8518 | 1.0415 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 51.1628 | 46.5116 | 55.814 | 51.1628 | 46.5116 | 55.814 |
Ratio Avg Win / Avg Loss | 3.6647 | 7.1823 | 1.0549 | 1.4028 | 2.1296 | 0.8245 |
Largest Winning Trade | 617772 | 617772 | 59759 | 4975404 | 4975404 | 1100694 |
Largest Losing Trade | -25735 | -21320 | -25735 | -1161549 | -787740 | -1161549 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 66 | 91 | 46 | 66 | 91 | 46 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 4085 | 2311 | 1774 | 4085 | 2311 | 1774 |
Profit Streak | 0 | 118.2974 | 0 | 0 | 118.2974 | 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 | -12849 | -38218 | -320353 | 337722 | 377032 | -464033 |
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{ "first_band": { "type": "kcl", "factors": { "length": 122, "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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