Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981440.7171 | 1054836.4216 | -73395.7046 | -81664.9197 | 42445.1057 | -124110.0254 |
Total P&L (%) | 981.4407 | 1054.8364 | -73.3957 | -81.6649 | 42.4451 | -124.11 |
Avg Daily Profit (%) | 0.4131 | 0.444 | -0.0309 | -0.0714 | 0.0149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223757 | -162595 | -159954 | -313544 | -181073 | -191524 |
Profit Factor | 2.5702 | 3.7908 | 0.703 | 0.8541 | 1.1269 | 0.449 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 35.4839 | 50 | 42.8571 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 3.4269 | 6.8924 | 0.703 | 1.1388 | 2.0488 | 0.449 |
Largest Winning Trade | 1161818 | 1161818 | 50615 | 305402 | 305402 | 33997 |
Largest Losing Trade | -70312 | -70312 | -44215 | -99893 | -89803 | -99893 |
Avg Bars in Trades | 68 | 107 | 31 | 68 | 107 | 31 |
Avg Bars in Winners | 105 | 206 | 35 | 105 | 206 | 35 |
Avg Bars in Losers | 41 | 53 | 27 | 41 | 53 | 27 |
Bars Traded | 4336 | 3337 | 999 | 4336 | 3337 | 999 |
Profit Streak | 100.487 | 0 | 156.987 | 100.487 | 0 | 156.987 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138735 | 408454 | -580233 | -732606 | -260522 | -580233 |
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{ "first_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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