Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086972.1854 | 1109657.6298 | -22685.4444 | 337201.6154 | 439566.3715 | -102364.7561 |
Total P&L (%) | 1086.9722 | 1109.6576 | -22.6854 | 337.2016 | 439.5664 | -102.3648 |
Avg Daily Profit (%) | 0.5996 | 0.6121 | -0.0125 | 0.0814 | 0.093 | 0 |
Buy And Hold Return (%) | 489.8525 | 489.8525 | 489.8525 | 489.8525 | 489.8525 | 489.8525 |
Max Trade Drawdown | -130392 | -156958 | -57634 | -1292241 | -989395 | -341748 |
Profit Factor | 1.9296 | 2.4654 | 0.9449 | 1.0575 | 1.1141 | 0.949 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 178 | 80 | 98 | 178 | 80 | 98 |
Losing Trades | 211 | 114 | 97 | 211 | 114 | 97 |
Profitability (%) | 45.7584 | 41.2371 | 50.2564 | 45.7584 | 41.2371 | 50.2564 |
Ratio Avg Win / Avg Loss | 2.2874 | 3.5132 | 0.9353 | 1.2536 | 1.5876 | 0.9393 |
Largest Winning Trade | 675171 | 675171 | 22219 | 637696 | 637696 | 142795 |
Largest Losing Trade | -32291 | -24098 | -32291 | -225353 | -225353 | -177369 |
Avg Bars in Trades | 54 | 91 | 18 | 54 | 91 | 18 |
Avg Bars in Winners | 78 | 147 | 21 | 78 | 147 | 21 |
Avg Bars in Losers | 35 | 51 | 15 | 35 | 51 | 15 |
Bars Traded | 21336 | 17723 | 3613 | 21336 | 17723 | 3613 |
Profit Streak | 0 | 80.2383 | 0 | 0 | 80.2383 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362610 | 329523 | -580001 | -406894 | -330469 | -580001 |
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{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } }, "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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