Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048614.8425 | 1058778.3242 | -10163.4818 | 203806.6778 | 182033.0132 | 21773.6646 |
Total P&L (%) | 1048.6148 | 1058.7783 | -10.1635 | 203.8067 | 182.033 | 21.7737 |
Avg Daily Profit (%) | 0.5574 | 0.5628 | -0.0054 | 0.0591 | 0.0551 | 0.0105 |
Buy And Hold Return (%) | 190.316 | 190.316 | 190.316 | 190.316 | 190.316 | 190.316 |
Max Trade Drawdown | -118231 | -91852 | -102573 | -1140447 | -890332 | -337603 |
Profit Factor | 2.5293 | 3.4645 | 0.9603 | 1.0475 | 1.0617 | 1.0163 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 46 | 42.6667 | 49.3333 | 46 | 42.6667 | 49.3333 |
Ratio Avg Win / Avg Loss | 2.9692 | 4.6555 | 0.9863 | 1.2297 | 1.4266 | 1.0437 |
Largest Winning Trade | 874501 | 874501 | 48053 | 694806 | 694806 | 167661 |
Largest Losing Trade | -36247 | -33873 | -36247 | -430312 | -430312 | -245668 |
Avg Bars in Trades | 49 | 71 | 26 | 49 | 71 | 26 |
Avg Bars in Winners | 67 | 102 | 36 | 67 | 102 | 36 |
Avg Bars in Losers | 33 | 48 | 16 | 33 | 48 | 16 |
Bars Traded | 7366 | 5385 | 1981 | 7366 | 5385 | 1981 |
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 | 509447 | -43002 | -637717 | -426793 | -497589 | -604191 |
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{ "first_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 2 } }, "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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