Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114386.5677 | 161082.0431 | -46695.4754 | 1280938.4333 | -498062.4181 | 1779000.8514 |
Total P&L (%) | 114.3866 | 161.082 | -46.6955 | 1280.9384 | -498.0624 | 1779.0009 |
Avg Daily Profit (%) | 0.0608 | 0.0856 | -0.0248 | 0.1395 | 0 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207540 | -25769 | -139484 | -1808496 | -672021 | -1053453 |
Profit Factor | 1.2102 | 2.7366 | 0.8965 | 1.3916 | 0.5863 | 1.8606 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 25 | 27 | 38 | 20 | 18 |
Losing Trades | 33 | 18 | 15 | 47 | 23 | 24 |
Profitability (%) | 61.1765 | 58.1395 | 64.2857 | 44.7059 | 46.5116 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.768 | 1.9703 | 0.4981 | 1.7212 | 0.6743 | 2.4807 |
Largest Winning Trade | 49904 | 49904 | 45055 | 2367825 | 77049 | 2367825 |
Largest Losing Trade | -192303 | -18591 | -192303 | -315533 | -186779 | -315533 |
Avg Bars in Trades | 79 | 20 | 140 | 79 | 20 | 140 |
Avg Bars in Winners | 64 | 21 | 105 | 74 | 23 | 131 |
Avg Bars in Losers | 103 | 19 | 205 | 84 | 18 | 147 |
Bars Traded | 6797 | 887 | 5911 | 6797 | 887 | 5911 |
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 | -111977 | -72124 | -578882 | -6414 | -581805 | 304475 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 3 } } }
# | 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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