Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119822.7103 | 1062867.0896 | 56955.6207 | 1549192.971 | 580381.6592 | 968811.3118 |
Total P&L (%) | 1119.8227 | 1062.8671 | 56.9556 | 1549.193 | 580.3817 | 968.8113 |
Avg Daily Profit (%) | 0.4476 | 0.4248 | 0.0228 | 0.1121 | 0.0767 | 0.0947 |
Buy And Hold Return (%) | 431.8116 | 431.8116 | 431.8116 | 431.8116 | 431.8116 | 431.8116 |
Max Trade Drawdown | -96021 | -117504 | -42639 | -3081619 | -3017492 | -1498922 |
Profit Factor | 3.9145 | 5.5059 | 1.3839 | 1.169 | 1.1055 | 1.2642 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 32 | 23 | 9 | 32 | 23 | 9 |
Profitability (%) | 56.1644 | 37.8378 | 75 | 56.1644 | 37.8378 | 75 |
Ratio Avg Win / Avg Loss | 3.0552 | 9.0454 | 0.4613 | 0.9124 | 1.8162 | 0.4214 |
Largest Winning Trade | 868889 | 868889 | 41521 | 2321812 | 2321812 | 842158 |
Largest Losing Trade | -37211 | -25952 | -37211 | -1066818 | -907465 | -1066818 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 94 | 139 | 70 | 94 | 139 | 70 |
Avg Bars in Losers | 30 | 26 | 40 | 30 | 26 | 40 |
Bars Traded | 4826 | 2557 | 2269 | 4826 | 2557 | 2269 |
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 | -61520 | 345170 | -326063 | -157072 | -257007 | -69905 |
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{ "first_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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