Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008214.8543 | 1188512.1447 | -180297.2904 | -79789.6425 | 116824.3767 | -196614.0193 |
Total P&L (%) | 1008.2149 | 1188.5121 | -180.2973 | -79.7896 | 116.8244 | -196.614 |
Avg Daily Profit (%) | 0.5542 | 0.6533 | -0.0991 | -0.0879 | 0.0425 | 0 |
Buy And Hold Return (%) | 572.7092 | 572.7092 | 572.7092 | 572.7092 | 572.7092 | 572.7092 |
Max Trade Drawdown | -203389 | -146434 | -164617 | -517059 | -385524 | -289549 |
Profit Factor | 1.698 | 2.4001 | 0.6973 | 0.9659 | 1.0842 | 0.7934 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 180 | 81 | 99 | 180 | 81 | 99 |
Losing Trades | 175 | 96 | 79 | 175 | 96 | 79 |
Profitability (%) | 50.7042 | 45.7627 | 55.618 | 50.7042 | 45.7627 | 55.618 |
Ratio Avg Win / Avg Loss | 1.6508 | 2.8446 | 0.5564 | 0.9391 | 1.285 | 0.6331 |
Largest Winning Trade | 869007 | 869007 | 46280 | 391124 | 391124 | 139512 |
Largest Losing Trade | -31129 | -28356 | -31129 | -110845 | -110845 | -102689 |
Avg Bars in Trades | 30 | 44 | 15 | 30 | 44 | 15 |
Avg Bars in Winners | 34 | 56 | 15 | 34 | 56 | 15 |
Avg Bars in Losers | 26 | 34 | 15 | 26 | 34 | 15 |
Bars Traded | 10681 | 7928 | 2752 | 10681 | 7928 | 2752 |
Profit Streak | 0 | 88.0474 | 0 | 0 | 88.0474 | 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 | 278767 | 352116 | -579395 | -578830 | -430078 | -579395 |
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 1 } }, "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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