Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7494241.0368 | 7615344.964 | -121103.9272 | -46952.6556 | 373996.5445 | -420949.2 |
Total P&L (%) | 7494.241 | 7615.345 | -121.1039 | -46.9527 | 373.9965 | -420.9492 |
Avg Daily Profit (%) | 3.1737 | 3.225 | -0.0513 | -0.0268 | 0.0659 | 0 |
Buy And Hold Return (%) | 442.357 | 442.357 | 442.357 | 442.357 | 442.357 | 442.357 |
Max Trade Drawdown | -306498 | -240120 | -162309 | -1492370 | -982121 | -529730 |
Profit Factor | 10.7536 | 18.4511 | 0.6352 | 0.9777 | 1.3274 | 0.563 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 35.3535 | 24.4898 | 46 | 35.3535 | 24.4898 | 46 |
Ratio Avg Win / Avg Loss | 19.6637 | 56.8908 | 0.7457 | 1.7878 | 4.093 | 0.661 |
Largest Winning Trade | 7814315 | 7814315 | 50534 | 1151070 | 1151070 | 121470 |
Largest Losing Trade | -55201 | -33451 | -55201 | -320427 | -259386 | -320427 |
Avg Bars in Trades | 64 | 83 | 45 | 64 | 83 | 45 |
Avg Bars in Winners | 98 | 186 | 51 | 98 | 186 | 51 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 6362 | 4086 | 2277 | 6362 | 4086 | 2277 |
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 | 659612 | -8445 | -762388 | -583432 | -301575 | -762388 |
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 2 } }, "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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