Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307023.4492 | 1250869.8359 | 56153.6133 | 2013193.9274 | 1948181.1006 | 65012.8268 |
Total P&L (%) | 1307.0234 | 1250.8698 | 56.1536 | 2013.1939 | 1948.1811 | 65.0128 |
Avg Daily Profit (%) | 0.7158 | 0.685 | 0.0308 | 0.1672 | 0.1655 | 0.0274 |
Buy And Hold Return (%) | 624.0869 | 624.0869 | 624.0869 | 624.0869 | 624.0869 | 624.0869 |
Max Trade Drawdown | -129790 | -131151 | -59742 | -6486896 | -5214993 | -2155979 |
Profit Factor | 2.161 | 2.6616 | 1.1506 | 1.0794 | 1.1152 | 1.0077 |
Total Trades | 399 | 199 | 200 | 399 | 199 | 200 |
Winning Trades | 204 | 92 | 112 | 204 | 92 | 112 |
Losing Trades | 195 | 107 | 88 | 195 | 107 | 88 |
Profitability (%) | 51.1278 | 46.2312 | 56 | 51.1278 | 46.2312 | 56 |
Ratio Avg Win / Avg Loss | 2.0657 | 3.0956 | 0.904 | 1.0318 | 1.297 | 0.7918 |
Largest Winning Trade | 735478 | 735478 | 22181 | 3506407 | 3506407 | 705163 |
Largest Losing Trade | -31406 | -30121 | -31406 | -1153991 | -1153991 | -938437 |
Avg Bars in Trades | 52 | 90 | 15 | 52 | 90 | 15 |
Avg Bars in Winners | 67 | 130 | 16 | 67 | 130 | 16 |
Avg Bars in Losers | 37 | 56 | 14 | 37 | 56 | 14 |
Bars Traded | 21141 | 18073 | 3068 | 21141 | 18073 | 3068 |
Profit Streak | 0 | 95.1337 | 0 | 0 | 95.1337 | 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 | 451026 | 359278 | -372598 | -126072 | -89539 | -534168 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "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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