Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874327.5944 | 912611.6444 | -38284.0499 | -50034.9583 | 33818.3738 | -83853.3321 |
Total P&L (%) | 874.3276 | 912.6116 | -38.2841 | -50.035 | 33.8184 | -83.8533 |
Avg Daily Profit (%) | 0.4553 | 0.4753 | -0.0199 | -0.0361 | 0.0152 | -0.0949 |
Buy And Hold Return (%) | 14.7671 | 14.7671 | 14.7671 | 14.7671 | 14.7671 | 14.7671 |
Max Trade Drawdown | -231180 | -203417 | -42878 | -1185246 | -1078051 | -107194 |
Profit Factor | 3.0015 | 3.744 | 0.6327 | 0.9644 | 1.0276 | 0.5416 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 47.0588 | 54.2857 | 50.7246 | 47.0588 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.9158 | 4.212 | 0.5328 | 0.9369 | 1.1561 | 0.4561 |
Largest Winning Trade | 1094945 | 1094945 | 18639 | 1110935 | 1110935 | 22815 |
Largest Losing Trade | -54672 | -54672 | -16509 | -675322 | -675322 | -82549 |
Avg Bars in Trades | 160 | 313 | 12 | 160 | 313 | 12 |
Avg Bars in Winners | 185 | 396 | 8 | 185 | 396 | 8 |
Avg Bars in Losers | 135 | 239 | 17 | 135 | 239 | 17 |
Bars Traded | 11089 | 10651 | 438 | 11089 | 10651 | 438 |
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 | -89952 | 579722 | -579954 | -686683 | -368828 | -579954 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 4 } }, "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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