Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3081186.7926 | 3122318.6775 | -41131.8849 | -68642.6286 | 144136.8899 | -212779.5185 |
Total P&L (%) | 3081.1868 | 3122.3187 | -41.1319 | -68.6426 | 144.1369 | -212.7795 |
Avg Daily Profit (%) | 1.5593 | 1.5801 | -0.0208 | -0.0587 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256648 | -212088 | -80741 | -1121431 | -897799 | -306890 |
Profit Factor | 5.6641 | 7.2835 | 0.7487 | 0.9561 | 1.1226 | 0.4507 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 7.0802 | 9.9669 | 0.8557 | 1.1951 | 1.5361 | 0.5151 |
Largest Winning Trade | 3401622 | 3401622 | 29000 | 1118093 | 1118093 | 83356 |
Largest Losing Trade | -53732 | -53732 | -20219 | -298404 | -298404 | -125609 |
Avg Bars in Trades | 124 | 223 | 24 | 124 | 223 | 24 |
Avg Bars in Winners | 185 | 360 | 26 | 185 | 360 | 26 |
Avg Bars in Losers | 75 | 123 | 23 | 75 | 123 | 23 |
Bars Traded | 11183 | 10061 | 1122 | 11183 | 10061 | 1122 |
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 | 726722 | 698858 | -581730 | -581031 | -220135 | -581730 |
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{ "first_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 5 } }, "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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