Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567446.926 | 756488.3506 | -189041.4246 | -97206.5184 | 77585.3287 | -174791.8471 |
Total P&L (%) | 567.4469 | 756.4884 | -189.0414 | -97.2065 | 77.5853 | -174.7918 |
Avg Daily Profit (%) | 0.2976 | 0.3967 | -0.0991 | -0.1875 | 0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -448843 | -291374 | -190562 | -915403 | -666467 | -248935 |
Profit Factor | 1.6969 | 2.54 | 0.4147 | 0.9357 | 1.079 | 0.6695 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 41.9048 | 40.3846 | 43.3962 | 41.9048 | 40.3846 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.3526 | 3.7495 | 0.5409 | 1.2972 | 1.5928 | 0.8732 |
Largest Winning Trade | 979588 | 979588 | 13850 | 752133 | 752133 | 89069 |
Largest Losing Trade | -54185 | -54185 | -25763 | -202092 | -202092 | -111538 |
Avg Bars in Trades | 67 | 114 | 20 | 67 | 114 | 20 |
Avg Bars in Winners | 70 | 124 | 20 | 70 | 124 | 20 |
Avg Bars in Losers | 65 | 107 | 20 | 65 | 107 | 20 |
Bars Traded | 7057 | 5970 | 1087 | 7057 | 5970 | 1087 |
Profit Streak | 0 | 96.3991 | 0 | 0 | 96.3991 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331865 | -168274 | -763123 | -581980 | -468003 | -763123 |
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{ "first_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 3 } }, "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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