Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361895.1478 | 372769.0679 | -10873.9201 | 31083.4968 | 170309.2484 | -139225.7516 |
Total P&L (%) | 361.8951 | 372.7691 | -10.8739 | 31.0835 | 170.3092 | -139.2258 |
Avg Daily Profit (%) | 0.1737 | 0.1789 | -0.0052 | 0.013 | 0.0477 | 0 |
Buy And Hold Return (%) | 21.0734 | 21.0734 | 21.0734 | 21.0734 | 21.0734 | 21.0734 |
Max Trade Drawdown | -204981 | -173498 | -84859 | -652730 | -414701 | -352763 |
Profit Factor | 1.6687 | 1.9563 | 0.9282 | 1.0263 | 1.2247 | 0.6718 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 44.2308 | 38.4615 | 50 | 44.2308 | 38.4615 | 50 |
Ratio Avg Win / Avg Loss | 2.104 | 3.1301 | 0.9282 | 1.294 | 1.9594 | 0.6718 |
Largest Winning Trade | 262747 | 262747 | 30862 | 424245 | 424245 | 84972 |
Largest Losing Trade | -36907 | -36907 | -33466 | -237765 | -174462 | -237765 |
Avg Bars in Trades | 236 | 452 | 21 | 236 | 452 | 21 |
Avg Bars in Winners | 362 | 810 | 18 | 362 | 810 | 18 |
Avg Bars in Losers | 137 | 229 | 24 | 137 | 229 | 24 |
Bars Traded | 24644 | 23532 | 1112 | 24644 | 23532 | 1112 |
Profit Streak | 0 | 0 | 227.7085 | 0 | 0 | 227.7085 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309255 | -173385 | -759582 | -387053 | -312956 | -759582 |
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{ "first_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "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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