Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4518304.0156 | 4578091.5807 | -59787.5651 | 262452.8375 | 230206.1756 | 32246.6619 |
Total P&L (%) | 4518.304 | 4578.0916 | -59.7876 | 262.4528 | 230.2062 | 32.2467 |
Avg Daily Profit (%) | 1.798 | 1.8218 | -0.0238 | 0.0513 | 0.0475 | 0.0111 |
Buy And Hold Return (%) | 1653.8627 | 1653.8627 | 1653.8627 | 1653.8627 | 1653.8627 | 1653.8627 |
Max Trade Drawdown | -164062 | -132405 | -94910 | -1936781 | -1591407 | -701502 |
Profit Factor | 10.7712 | 17.815 | 0.6856 | 1.0831 | 1.1188 | 1.0264 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 37.7049 | 30 | 45.1613 | 37.7049 | 30 | 45.1613 |
Ratio Avg Win / Avg Loss | 17.796 | 41.5683 | 0.8325 | 1.7894 | 2.6106 | 1.2463 |
Largest Winning Trade | 4681965 | 4681965 | 47136 | 1566130 | 1566130 | 542828 |
Largest Losing Trade | -32105 | -32105 | -26807 | -399367 | -399367 | -243964 |
Avg Bars in Trades | 71 | 99 | 44 | 71 | 99 | 44 |
Avg Bars in Winners | 119 | 237 | 43 | 119 | 237 | 43 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 4366 | 2973 | 1393 | 4366 | 2973 | 1393 |
Profit Streak | 0 | 402.1693 | 0 | 0 | 402.1693 | 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 | -151847 | 432874 | -582699 | -589328 | -391154 | -537161 |
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{ "first_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 3 } }, "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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