Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1017994.4773 | -29711.4473 | -988283.03 | 547911.0577 | -3481125.5062 | 4029036.564 |
Total P&L (%) | -1017.9945 | -29.7114 | -988.283 | 547.9111 | -3481.1255 | 4029.0366 |
Avg Daily Profit (%) | -0.5415 | -0.0158 | -0.5257 | 0.0994 | 0 | 0.1981 |
Buy And Hold Return (%) | 277.7542 | 277.7542 | 277.7542 | 277.7542 | 277.7542 | 277.7542 |
Max Trade Drawdown | -1070736 | -150767 | -1048489 | -4494251 | -4703104 | -1083945 |
Profit Factor | 0.2784 | 0.8858 | 0.1411 | 1.0619 | 0.462 | 2.6915 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 17 | 19 | 34 | 16 | 18 |
Losing Trades | 27 | 15 | 12 | 29 | 16 | 13 |
Profitability (%) | 57.1429 | 53.125 | 61.2903 | 53.9683 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.2088 | 0.7816 | 0.0891 | 0.9057 | 0.462 | 1.9438 |
Largest Winning Trade | 58312 | 58312 | 28204 | 3388832 | 1509147 | 3388832 |
Largest Losing Trade | -784306 | -59071 | -784306 | -2951675 | -2951675 | -993324 |
Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Winners | 38 | 35 | 40 | 43 | 40 | 46 |
Avg Bars in Losers | 80 | 76 | 85 | 70 | 68 | 73 |
Bars Traded | 3541 | 1746 | 1795 | 3541 | 1746 | 1795 |
Profit Streak | 108.2784 | 108.2784 | 240.2784 | 108.2784 | 108.2784 | 240.2784 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729460 | -579447 | -578000 | -370077 | -579852 | 558567 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 1 } } }
# | 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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