Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351121.8937 | 371133.0393 | -20011.1456 | 26240.1008 | 176954.2393 | -150714.1386 |
Total P&L (%) | 351.1219 | 371.133 | -20.0111 | 26.2401 | 176.9542 | -150.7141 |
Avg Daily Profit (%) | 0.2487 | 0.2628 | -0.0142 | 0.0165 | 0.0722 | 0 |
Buy And Hold Return (%) | 89.9783 | 89.9783 | 89.9783 | 89.9783 | 89.9783 | 89.9783 |
Max Trade Drawdown | -144736 | -137771 | -82497 | -313391 | -255165 | -210729 |
Profit Factor | 1.5263 | 1.9698 | 0.9297 | 1.0222 | 1.2659 | 0.7081 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 50.3759 | 43.2836 | 57.5758 | 50.3759 | 43.2836 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.5035 | 2.5811 | 0.685 | 1.0069 | 1.6588 | 0.5218 |
Largest Winning Trade | 206240 | 206240 | 59941 | 173759 | 173759 | 82740 |
Largest Losing Trade | -29996 | -29996 | -28317 | -100565 | -100565 | -71413 |
Avg Bars in Trades | 41 | 47 | 34 | 41 | 47 | 34 |
Avg Bars in Winners | 52 | 77 | 33 | 52 | 77 | 33 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 5504 | 3201 | 2303 | 5504 | 3201 | 2303 |
Profit Streak | 0 | 0 | 481.3023 | 0 | 0 | 481.3023 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313455 | -109781 | -703391 | -532282 | -222273 | -703391 |
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{ "first_band": { "type": "kcl", "factors": { "length": 111, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 111, "offset": 0, "scalar": 1 } }, "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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