Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2841567.5973 | 2922471.9549 | -80904.3576 | -82396.0156 | 333050.1117 | -415446.1273 |
Total P&L (%) | 2841.5676 | 2922.472 | -80.9044 | -82.396 | 333.0501 | -415.4461 |
Avg Daily Profit (%) | 1.1745 | 1.208 | -0.0334 | -0.0718 | 0.0606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -381535 | -255270 | -153451 | -2160179 | -1684061 | -482025 |
Profit Factor | 5.6148 | 8.0791 | 0.6013 | 0.9667 | 1.1744 | 0.2611 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 41.3333 | 35.1351 | 47.3684 | 41.3333 | 35.1351 | 47.3684 |
Ratio Avg Win / Avg Loss | 7.9694 | 14.9152 | 0.6681 | 1.372 | 2.1682 | 0.2902 |
Largest Winning Trade | 3234838 | 3234838 | 41529 | 2082137 | 2082137 | 41529 |
Largest Losing Trade | -44665 | -42279 | -44665 | -920059 | -920059 | -136396 |
Avg Bars in Trades | 84 | 137 | 32 | 84 | 137 | 32 |
Avg Bars in Winners | 122 | 241 | 37 | 122 | 241 | 37 |
Avg Bars in Losers | 56 | 80 | 28 | 56 | 80 | 28 |
Bars Traded | 6309 | 5071 | 1238 | 6309 | 5071 | 1238 |
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 | -42911 | 585830 | -581788 | -643759 | -145304 | -581788 |
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{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "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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