Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406735.1219 | 1494363.0513 | -87627.9294 | -85556.8912 | 106126.6329 | -191683.5242 |
Total P&L (%) | 1406.7351 | 1494.3631 | -87.6279 | -85.5569 | 106.1266 | -191.6835 |
Avg Daily Profit (%) | 0.5973 | 0.6345 | -0.0372 | -0.0821 | 0.0307 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296026 | -249736 | -95668 | -611084 | -443670 | -230463 |
Profit Factor | 3.5993 | 5.1737 | 0.5216 | 0.8974 | 1.1959 | 0.3432 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 40.9836 | 30 | 51.6129 | 40.9836 | 30 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.1829 | 12.0721 | 0.489 | 1.2922 | 2.7905 | 0.3217 |
Largest Winning Trade | 1790323 | 1790323 | 18989 | 592436 | 592436 | 28348 |
Largest Losing Trade | -48852 | -38696 | -48852 | -157227 | -157227 | -90384 |
Avg Bars in Trades | 103 | 197 | 11 | 103 | 197 | 11 |
Avg Bars in Winners | 88 | 225 | 11 | 88 | 225 | 11 |
Avg Bars in Losers | 113 | 186 | 12 | 113 | 186 | 12 |
Bars Traded | 6305 | 5935 | 370 | 6305 | 5935 | 370 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151582 | 426561 | -580331 | -748895 | -163575 | -580331 |
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "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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