Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397493.7635 | 431431.7254 | -33937.9619 | -58586.8633 | -66986.7756 | 8399.9123 |
Total P&L (%) | 397.4938 | 431.4317 | -33.938 | -58.5869 | -66.9868 | 8.3999 |
Avg Daily Profit (%) | 0.1591 | 0.1726 | -0.0136 | -0.0353 | -0.0443 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185393 | -178398 | -50552 | -381837 | -347886 | -93003 |
Profit Factor | 1.4332 | 1.6342 | 0.857 | 0.9515 | 0.9261 | 1.0278 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 46.4789 | 42.4528 | 50.4673 | 46.4789 | 42.4528 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.6503 | 2.2153 | 0.8412 | 1.0957 | 1.2553 | 1.0088 |
Largest Winning Trade | 345936 | 345936 | 26145 | 230976 | 230976 | 77847 |
Largest Losing Trade | -40375 | -40375 | -18105 | -151360 | -151360 | -49327 |
Avg Bars in Trades | 68 | 124 | 12 | 68 | 124 | 12 |
Avg Bars in Winners | 82 | 168 | 10 | 82 | 168 | 10 |
Avg Bars in Losers | 56 | 92 | 14 | 56 | 92 | 14 |
Bars Traded | 14584 | 13237 | 1347 | 14584 | 13237 | 1347 |
Profit Streak | 0 | 95.7378 | 0 | 0 | 95.7378 | 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 | 324918 | 282025 | -580708 | -579365 | -581758 | -544140 |
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{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 2 } }, "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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