Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495013.2936 | 1490449.7319 | 4563.5618 | 59569.8451 | -579656.728 | 639226.5731 |
Total P&L (%) | 1495.0133 | 1490.4497 | 4.5636 | 59.5698 | -579.6567 | 639.2266 |
Avg Daily Profit (%) | 0.8057 | 0.8032 | 0.0025 | 0.0252 | 0 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192912 | -198855 | -47044 | -5085735 | -5138518 | -1056555 |
Profit Factor | 2.8586 | 3.4083 | 1.0246 | 1.0053 | 0.9344 | 1.2696 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 44.0415 | 37.5 | 50.5155 | 44.0415 | 37.5 | 50.5155 |
Ratio Avg Win / Avg Loss | 3.632 | 5.6804 | 1.0037 | 1.2773 | 1.5573 | 1.2437 |
Largest Winning Trade | 1449775 | 1449775 | 26473 | 1936719 | 1936719 | 441750 |
Largest Losing Trade | -36886 | -36886 | -20202 | -1438680 | -1438680 | -741699 |
Avg Bars in Trades | 113 | 216 | 12 | 113 | 216 | 12 |
Avg Bars in Winners | 145 | 326 | 11 | 145 | 326 | 11 |
Avg Bars in Losers | 89 | 149 | 13 | 89 | 149 | 13 |
Bars Traded | 21968 | 20753 | 1215 | 21968 | 20753 | 1215 |
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 | 623566 | 522991 | -548722 | -375903 | -583159 | -48622 |
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{ "first_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 3 } }, "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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