Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393599.9709 | 1417097.7431 | -23497.7722 | -61004.9348 | 282030.3262 | -343035.261 |
Total P&L (%) | 1393.6 | 1417.0977 | -23.4978 | -61.0049 | 282.0303 | -343.0353 |
Avg Daily Profit (%) | 0.6689 | 0.6802 | -0.0113 | -0.0452 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194127 | -228117 | -105899 | -1757216 | -1326812 | -622459 |
Profit Factor | 2.2819 | 2.919 | 0.9326 | 0.9851 | 1.0996 | 0.7297 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 38.3673 | 31.9672 | 44.7154 | 38.3673 | 31.9672 | 44.7154 |
Ratio Avg Win / Avg Loss | 3.6657 | 6.2122 | 1.153 | 1.5825 | 2.3402 | 0.9021 |
Largest Winning Trade | 1516917 | 1516917 | 34849 | 1482107 | 1482107 | 132299 |
Largest Losing Trade | -45826 | -45826 | -32118 | -362826 | -351410 | -362826 |
Avg Bars in Trades | 100 | 163 | 37 | 100 | 163 | 37 |
Avg Bars in Winners | 149 | 285 | 53 | 149 | 285 | 53 |
Avg Bars in Losers | 69 | 105 | 24 | 69 | 105 | 24 |
Bars Traded | 24506 | 19910 | 4596 | 24506 | 19910 | 4596 |
Profit Streak | 13.9026 | 0 | 65.4026 | 13.9026 | 0 | 65.4026 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494846 | 377022 | -580422 | -580644 | -224102 | -582088 |
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } }, "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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