Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443376.948 | 343544.0154 | 99832.9326 | 1074639.4524 | 847839.5442 | 226799.9082 |
Total P&L (%) | 443.3769 | 343.544 | 99.8329 | 1074.6395 | 847.8395 | 226.7999 |
Avg Daily Profit (%) | 0.2079 | 0.1611 | 0.0468 | 0.1156 | 0.1055 | 0.0555 |
Buy And Hold Return (%) | 110.3469 | 110.3469 | 110.3469 | 110.3469 | 110.3469 | 110.3469 |
Max Trade Drawdown | -112460 | -111599 | -34916 | -344775 | -318703 | -183506 |
Profit Factor | 2.6125 | 3.0443 | 1.9338 | 2.0264 | 2.5744 | 1.446 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 65.2174 | 58.8235 | 71.4286 | 65.2174 | 58.8235 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.3933 | 2.131 | 0.7735 | 1.0808 | 1.8021 | 0.5784 |
Largest Winning Trade | 142669 | 142669 | 23235 | 315827 | 315827 | 110810 |
Largest Losing Trade | -54463 | -54463 | -26756 | -183506 | -156748 | -183506 |
Avg Bars in Trades | 88 | 146 | 32 | 88 | 146 | 32 |
Avg Bars in Winners | 84 | 147 | 34 | 84 | 147 | 34 |
Avg Bars in Losers | 96 | 146 | 27 | 96 | 146 | 27 |
Bars Traded | 6131 | 4987 | 1145 | 6131 | 4987 | 1145 |
Profit Streak | 44.7367 | 44.7367 | 65.07 | 44.7367 | 44.7367 | 65.07 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93253 | 423899 | -291544 | -138171 | -45139 | -122233 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 113 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 113 } } }
# | 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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