Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407937.5537 | 1356578.1116 | 51359.4421 | 1801707.7651 | 1141373.1063 | 660334.6588 |
Total P&L (%) | 1407.9376 | 1356.5781 | 51.3594 | 1801.7078 | 1141.3731 | 660.3347 |
Avg Daily Profit (%) | 0.7708 | 0.7427 | 0.0281 | 0.1614 | 0.138 | 0.1111 |
Buy And Hold Return (%) | 769.7552 | 769.7552 | 769.7552 | 769.7552 | 769.7552 | 769.7552 |
Max Trade Drawdown | -130092 | -133854 | -59098 | -1835944 | -2077200 | -810125 |
Profit Factor | 3.1975 | 4.3271 | 1.2205 | 1.213 | 1.1868 | 1.2809 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 54.8872 | 57.5758 | 52.2388 | 54.8872 | 57.5758 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.6281 | 3.1884 | 1.1159 | 0.997 | 0.8745 | 1.1711 |
Largest Winning Trade | 861270 | 861270 | 46090 | 2013316 | 2013316 | 510714 |
Largest Losing Trade | -54298 | -54298 | -37418 | -766520 | -766520 | -390596 |
Avg Bars in Trades | 77 | 115 | 39 | 77 | 115 | 39 |
Avg Bars in Winners | 83 | 125 | 38 | 83 | 125 | 38 |
Avg Bars in Losers | 69 | 102 | 40 | 69 | 102 | 40 |
Bars Traded | 10245 | 7628 | 2618 | 10245 | 7628 | 2618 |
Profit Streak | 0 | 82.1125 | 0 | 0 | 82.1125 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431453 | -110327 | -437888 | 70590 | -162483 | -326435 |
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{ "first_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 44 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 44 } } }
# | 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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