Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5090098.6214 | 5173564.9722 | -83466.3508 | 466192.9414 | 726582.7572 | -260389.8158 |
Total P&L (%) | 5090.0986 | 5173.565 | -83.4664 | 466.1929 | 726.5828 | -260.3898 |
Avg Daily Profit (%) | 2.593 | 2.6355 | -0.0425 | 0.0884 | 0.1077 | 0 |
Buy And Hold Return (%) | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 | 1941.9806 |
Max Trade Drawdown | -92152 | -88083 | -87339 | -1941480 | -1866965 | -651490 |
Profit Factor | 10.7224 | 16.4025 | 0.5552 | 1.089 | 1.2009 | 0.8391 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 14.3987 | 23.1564 | 0.7094 | 1.4624 | 1.6953 | 1.0722 |
Largest Winning Trade | 5174827 | 5174827 | 37080 | 1651651 | 1651651 | 582984 |
Largest Losing Trade | -44786 | -44786 | -26306 | -739372 | -739372 | -257499 |
Avg Bars in Trades | 136 | 249 | 24 | 136 | 249 | 24 |
Avg Bars in Winners | 196 | 375 | 27 | 196 | 375 | 27 |
Avg Bars in Losers | 92 | 159 | 21 | 92 | 159 | 21 |
Bars Traded | 11208 | 10213 | 995 | 11208 | 10213 | 995 |
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 | 294468 | 597378 | -582835 | -374976 | -217322 | -581169 |
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{ "first_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 138, "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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