Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231892.8443 | 11526.7755 | 220366.0688 | 445653.3303 | 7128.954 | 438524.3764 |
Total P&L (%) | 231.8928 | 11.5268 | 220.3661 | 445.6533 | 7.129 | 438.5244 |
Avg Daily Profit (%) | 0.2238 | 0.0111 | 0.2126 | 0.1639 | 0.0066 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43535 | -34217 | -43535 | -113867 | -54625 | -59241 |
Profit Factor | 2.079 | 1.1 | 3.2108 | 2.0574 | 1.0295 | 3.4423 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 60.8696 | 57.1429 | 64.7059 | 60.8696 | 57.1429 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.3365 | 0.825 | 1.7513 | 1.3226 | 0.7721 | 1.8776 |
Largest Winning Trade | 35454 | 25116 | 35454 | 109354 | 66474 | 109354 |
Largest Losing Trade | -43535 | -29425 | -43535 | -59241 | -54625 | -59241 |
Avg Bars in Trades | 83 | 33 | 135 | 83 | 33 | 135 |
Avg Bars in Winners | 69 | 27 | 106 | 69 | 27 | 106 |
Avg Bars in Losers | 105 | 40 | 187 | 105 | 40 | 187 |
Bars Traded | 5761 | 1167 | 4594 | 5761 | 1167 | 4594 |
Profit Streak | 59.7771 | 97.9438 | 0 | 59.7771 | 97.9438 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93364 | -406943 | 567178 | -93918 | -538023 | 567869 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "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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