Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5646427.6616 | 5693297.8371 | -46870.1755 | 1001910.2922 | 1341208.4193 | -339298.1271 |
Total P&L (%) | 5646.4277 | 5693.2978 | -46.8702 | 1001.9103 | 1341.2084 | -339.2981 |
Avg Daily Profit (%) | 2.8757 | 2.8996 | -0.0239 | 0.1223 | 0.136 | 0 |
Buy And Hold Return (%) | 1604.4025 | 1604.4025 | 1604.4025 | 1604.4025 | 1604.4025 | 1604.4025 |
Max Trade Drawdown | -97206 | -86730 | -64010 | -3527704 | -2978852 | -1806086 |
Profit Factor | 12.9631 | 18.9252 | 0.6964 | 1.1071 | 1.2095 | 0.885 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 15.2507 | 24.8393 | 0.7351 | 1.3025 | 1.5874 | 0.9341 |
Largest Winning Trade | 5690991 | 5690991 | 48168 | 2750371 | 2750371 | 1505059 |
Largest Losing Trade | -35917 | -35219 | -35917 | -1241347 | -1241347 | -1216981 |
Avg Bars in Trades | 101 | 182 | 20 | 101 | 182 | 20 |
Avg Bars in Winners | 146 | 284 | 24 | 146 | 284 | 24 |
Avg Bars in Losers | 62 | 104 | 16 | 62 | 104 | 16 |
Bars Traded | 7500 | 6745 | 755 | 7500 | 6745 | 755 |
Profit Streak | 0 | 0 | 424.2809 | 0 | 0 | 424.2809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49507 | 657759 | -580435 | -368155 | -178846 | -580435 |
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{ "first_band": { "type": "kcl", "factors": { "length": 94, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 94, "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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