Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483273.1582 | 590275.0498 | -107001.8916 | -79787.1364 | 99325.7067 | -179112.8431 |
Total P&L (%) | 483.2732 | 590.2751 | -107.0019 | -79.7871 | 99.3257 | -179.1128 |
Avg Daily Profit (%) | 0.232 | 0.2834 | -0.0514 | -0.0767 | 0.0331 | 0 |
Buy And Hold Return (%) | 108.7262 | 108.7262 | 108.7262 | 108.7262 | 108.7262 | 108.7262 |
Max Trade Drawdown | -246806 | -156358 | -143883 | -381497 | -227409 | -196484 |
Profit Factor | 1.2681 | 1.5276 | 0.8435 | 0.9254 | 1.1553 | 0.5828 |
Total Trades | 833 | 416 | 417 | 833 | 416 | 417 |
Winning Trades | 399 | 191 | 208 | 399 | 191 | 208 |
Losing Trades | 434 | 225 | 209 | 434 | 225 | 209 |
Profitability (%) | 47.8992 | 45.9135 | 49.8801 | 47.8992 | 45.9135 | 49.8801 |
Ratio Avg Win / Avg Loss | 1.3793 | 1.7995 | 0.8476 | 1.0065 | 1.3609 | 0.5856 |
Largest Winning Trade | 606432 | 606432 | 30455 | 343447 | 343447 | 23924 |
Largest Losing Trade | -40822 | -34417 | -40822 | -115804 | -115804 | -85493 |
Avg Bars in Trades | 29 | 45 | 13 | 29 | 45 | 13 |
Avg Bars in Winners | 34 | 59 | 12 | 34 | 59 | 12 |
Avg Bars in Losers | 24 | 33 | 14 | 24 | 33 | 14 |
Bars Traded | 24615 | 18962 | 5653 | 24615 | 18962 | 5653 |
Profit Streak | 0 | 6.1959 | 0 | 0 | 6.1959 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351670 | 396478 | -578922 | -575299 | -363418 | -578922 |
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{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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