Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906849.2524 | 1039882.0832 | -133032.8308 | -77433.1635 | 164966.0863 | -242399.2498 |
Total P&L (%) | 906.8493 | 1039.8821 | -133.0328 | -77.4332 | 164.9661 | -242.3993 |
Avg Daily Profit (%) | 0.4002 | 0.4589 | -0.0587 | -0.0657 | 0.043 | 0 |
Buy And Hold Return (%) | 368.3168 | 368.3168 | 368.3168 | 368.3168 | 368.3168 | 368.3168 |
Max Trade Drawdown | -155494 | -92599 | -155827 | -266164 | -108224 | -226628 |
Profit Factor | 2.2983 | 4.8139 | 0.6876 | 0.8895 | 1.7039 | 0.4805 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 40.2299 | 36.3636 | 44.186 | 40.2299 | 36.3636 | 44.186 |
Ratio Avg Win / Avg Loss | 3.4147 | 8.4243 | 0.8685 | 1.3216 | 2.9818 | 0.6069 |
Largest Winning Trade | 852293 | 852293 | 58095 | 183174 | 183174 | 81374 |
Largest Losing Trade | -80781 | -58002 | -80781 | -90336 | -41566 | -90336 |
Avg Bars in Trades | 72 | 51 | 95 | 72 | 51 | 95 |
Avg Bars in Winners | 111 | 88 | 130 | 111 | 88 | 130 |
Avg Bars in Losers | 47 | 29 | 67 | 47 | 29 | 67 |
Bars Traded | 6340 | 2244 | 4096 | 6340 | 2244 | 4096 |
Profit Streak | 0 | 0 | 312.2974 | 0 | 0 | 312.2974 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 242990 | 338269 | -581641 | -582678 | -303250 | -581641 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 107 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 107 } }, "second_band": { "type": "kcl", "factors": { "length": 114, "offset": 0, "scalar": 2 } } }
# | 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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