Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1419098.6001 | 1439795.0315 | -20696.4314 | -25143.5966 | -617081.073 | 591937.4764 |
Total P&L (%) | 1419.0986 | 1439.795 | -20.6964 | -25.1436 | -617.0811 | 591.9375 |
Avg Daily Profit (%) | 0.7412 | 0.752 | -0.0108 | -0.0151 | 0 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340222 | -203532 | -163012 | -4187745 | -2854311 | -2030589 |
Profit Factor | 3.0716 | 5.1901 | 0.9394 | 0.9966 | 0.8385 | 1.1633 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 37.7358 | 30.1887 | 45.283 | 37.7358 | 30.1887 | 45.283 |
Ratio Avg Win / Avg Loss | 5.0681 | 12.0022 | 1.1351 | 1.6444 | 1.9389 | 1.4056 |
Largest Winning Trade | 1555600 | 1555600 | 57281 | 1551333 | 1536342 | 1551333 |
Largest Losing Trade | -56347 | -35941 | -56347 | -914920 | -714810 | -914920 |
Avg Bars in Trades | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Winners | 111 | 114 | 108 | 111 | 114 | 108 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 7377 | 3507 | 3869 | 7377 | 3507 | 3869 |
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 | 505600 | -167347 | -761001 | -582487 | -766037 | -280420 |
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{ "first_band": { "type": "kcl", "factors": { "length": 194, "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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