Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260903.5504 | 1266515.7364 | -5612.1859 | 447052.0917 | 850991.1882 | -403939.0964 |
Total P&L (%) | 1260.9036 | 1266.5157 | -5.6122 | 447.0521 | 850.9912 | -403.9391 |
Avg Daily Profit (%) | 0.6954 | 0.6985 | -0.0031 | 0.0938 | 0.1243 | 0 |
Buy And Hold Return (%) | 464.042 | 464.042 | 464.042 | 464.042 | 464.042 | 464.042 |
Max Trade Drawdown | -179634 | -118805 | -81399 | -3164083 | -1974996 | -1755889 |
Profit Factor | 2.7667 | 3.6675 | 0.9765 | 1.0439 | 1.1289 | 0.8876 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 36.4238 | 28 | 44.7368 | 36.4238 | 28 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.8292 | 9.4306 | 1.2063 | 1.822 | 2.903 | 1.0964 |
Largest Winning Trade | 681612 | 681612 | 54310 | 2331436 | 2331436 | 761724 |
Largest Losing Trade | -27642 | -27642 | -22819 | -468346 | -464872 | -468346 |
Avg Bars in Trades | 67 | 108 | 26 | 67 | 108 | 26 |
Avg Bars in Winners | 116 | 248 | 34 | 116 | 248 | 34 |
Avg Bars in Losers | 39 | 54 | 19 | 39 | 54 | 19 |
Bars Traded | 10169 | 8171 | 1998 | 10169 | 8171 | 1998 |
Profit Streak | 81.9186 | 0 | 92.5852 | 81.9186 | 0 | 92.5852 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369327 | -57786 | -629379 | -408663 | -185792 | -629379 |
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{ "first_band": { "type": "kcl", "factors": { "length": 126, "offset": 83, "scalar": 3 } }, "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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