Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1784036.8085 | 1898884.1214 | -114847.313 | -33427.6917 | 910710.4422 | -944138.1339 |
Total P&L (%) | 1784.0368 | 1898.8841 | -114.8473 | -33.4277 | 910.7104 | -944.1381 |
Avg Daily Profit (%) | 0.991 | 1.0548 | -0.0638 | -0.0226 | 0.1286 | 0 |
Buy And Hold Return (%) | 367.6229 | 367.6229 | 367.6229 | 367.6229 | 367.6229 | 367.6229 |
Max Trade Drawdown | -270015 | -255834 | -116914 | -3667501 | -3620624 | -1398028 |
Profit Factor | 2.2984 | 3.4747 | 0.8107 | 0.9973 | 1.1351 | 0.8302 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 214 | 115 | 99 | 214 | 115 | 99 |
Profitability (%) | 38.1503 | 33.526 | 42.7746 | 38.1503 | 33.526 | 42.7746 |
Ratio Avg Win / Avg Loss | 3.7262 | 6.8894 | 1.0846 | 1.6168 | 2.2506 | 1.1107 |
Largest Winning Trade | 1722658 | 1722658 | 57381 | 2952617 | 2952617 | 1162462 |
Largest Losing Trade | -39027 | -32619 | -39027 | -1098651 | -580683 | -1098651 |
Avg Bars in Trades | 61 | 78 | 45 | 61 | 78 | 45 |
Avg Bars in Winners | 97 | 137 | 65 | 97 | 137 | 65 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 29 |
Bars Traded | 21317 | 13510 | 7807 | 21317 | 13510 | 7807 |
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 | 484008 | 459148 | -581570 | -580799 | -101548 | -581570 |
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{ "first_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "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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