Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288807.1783 | 142749.1841 | 146057.9942 | -932061.2896 | -342545.7572 | -589515.5323 |
Total P&L (%) | 288.8072 | 142.7492 | 146.058 | -932.0613 | -342.5458 | -589.5155 |
Avg Daily Profit (%) | 0.1525 | 0.0754 | 0.0771 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162638 | -52488 | -171489 | -1161985 | -406342 | -810687 |
Profit Factor | 1.4824 | 1.7139 | 1.3663 | 0.6845 | 0.6739 | 0.6903 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 81 | 39 | 42 | 46 | 23 | 23 |
Losing Trades | 44 | 24 | 20 | 79 | 40 | 39 |
Profitability (%) | 64.8 | 61.9048 | 67.7419 | 36.8 | 36.5079 | 37.0968 |
Ratio Avg Win / Avg Loss | 0.8052 | 1.0547 | 0.6506 | 1.1755 | 1.1721 | 1.1705 |
Largest Winning Trade | 43633 | 43633 | 37207 | 362477 | 187154 | 362477 |
Largest Losing Trade | -155213 | -52488 | -155213 | -334806 | -75391 | -334806 |
Avg Bars in Trades | 43 | 24 | 61 | 43 | 24 | 61 |
Avg Bars in Winners | 36 | 23 | 47 | 48 | 26 | 69 |
Avg Bars in Losers | 55 | 26 | 90 | 40 | 23 | 56 |
Bars Traded | 5385 | 1564 | 3821 | 5385 | 1564 | 3821 |
Profit Streak | 49.8361 | 92.8361 | 0 | 0 | 0 | 101.5027 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344205 | -234477 | -243043 | -583913 | -731038 | -737629 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 2 } } }
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# | 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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