Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2321490.9964 | 2346229.4912 | -24738.4949 | 273731.6106 | 1285200.2968 | -1011468.6862 |
Total P&L (%) | 2321.491 | 2346.2295 | -24.7385 | 273.7316 | 1285.2003 | -1011.4687 |
Avg Daily Profit (%) | 1.0501 | 1.0613 | -0.0112 | 0.0597 | 0.119 | 0 |
Buy And Hold Return (%) | 527.333 | 527.333 | 527.333 | 527.333 | 527.333 | 527.333 |
Max Trade Drawdown | -171611 | -140213 | -97817 | -3366401 | -2362474 | -1329846 |
Profit Factor | 2.8779 | 3.8675 | 0.9408 | 1.0265 | 1.1938 | 0.7278 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 50.6944 | 47.2222 | 54.1667 | 50.6944 | 47.2222 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.7991 | 4.3225 | 0.7961 | 0.9983 | 1.3343 | 0.6158 |
Largest Winning Trade | 2156040 | 2156040 | 27692 | 3475844 | 3475844 | 275535 |
Largest Losing Trade | -53849 | -53849 | -31415 | -1142594 | -837575 | -1142594 |
Avg Bars in Trades | 30 | 48 | 11 | 30 | 48 | 11 |
Avg Bars in Winners | 36 | 66 | 9 | 36 | 66 | 9 |
Avg Bars in Losers | 23 | 32 | 13 | 23 | 32 | 13 |
Bars Traded | 8666 | 7033 | 1633 | 8666 | 7033 | 1633 |
Profit Streak | 50.6187 | 99.6187 | 50.6187 | 50.6187 | 99.6187 | 50.6187 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 723274 | 672399 | -579143 | -469062 | -44936 | -579143 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 1 } }, "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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