Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1751328.9781 | 1735031.7885 | 16297.1896 | 866355.5218 | -211850.4668 | 1078205.9887 |
Total P&L (%) | 1751.329 | 1735.0318 | 16.2972 | 866.3555 | -211.8505 | 1078.206 |
Avg Daily Profit (%) | 0.9335 | 0.9249 | 0.0087 | 0.121 | 0 | 0.1316 |
Buy And Hold Return (%) | 483.5391 | 483.5391 | 483.5391 | 483.5391 | 483.5391 | 483.5391 |
Max Trade Drawdown | -110095 | -138159 | -72956 | -3535449 | -4253170 | -727773 |
Profit Factor | 4.0685 | 6.4455 | 1.0646 | 1.0764 | 0.9703 | 1.2561 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 42.8571 | 30.6122 | 55.102 | 42.8571 | 30.6122 | 55.102 |
Ratio Avg Win / Avg Loss | 5.4246 | 14.6098 | 0.8675 | 1.4352 | 2.1993 | 1.0235 |
Largest Winning Trade | 1054065 | 1054065 | 58947 | 3335451 | 3335451 | 1669545 |
Largest Losing Trade | -44446 | -30733 | -44446 | -1079902 | -1079902 | -668529 |
Avg Bars in Trades | 73 | 82 | 64 | 73 | 82 | 64 |
Avg Bars in Winners | 109 | 148 | 88 | 109 | 148 | 88 |
Avg Bars in Losers | 46 | 53 | 35 | 46 | 53 | 35 |
Bars Traded | 7198 | 4039 | 3159 | 7198 | 4039 | 3159 |
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 | 551471 | 423753 | -497336 | -178374 | -585443 | -21750 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "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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