Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -481227.2181 | 39478.9218 | -520706.1399 | 10337911.8361 | 1242793.5645 | 9095118.2716 |
Total P&L (%) | -481.2272 | 39.4789 | -520.7061 | 10337.9118 | 1242.7936 | 9095.1183 |
Avg Daily Profit (%) | -0.2646 | 0.0217 | -0.2863 | 0.2559 | 0.1429 | 0.2489 |
Buy And Hold Return (%) | 209.9286 | 209.9286 | 209.9286 | 209.9286 | 209.9286 | 209.9286 |
Max Trade Drawdown | -685861 | -88478 | -667839 | -3798610 | -2262039 | -1835874 |
Profit Factor | 0.5525 | 1.2334 | 0.4255 | 1.9873 | 1.2597 | 2.5999 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 18 | 19 | 39 | 20 | 19 |
Losing Trades | 34 | 18 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.1127 | 50 | 54.2857 | 54.9296 | 55.5556 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.5077 | 1.2334 | 0.3583 | 1.6306 | 1.0078 | 2.1894 |
Largest Winning Trade | 42243 | 34666 | 42243 | 5141880 | 1069899 | 5141880 |
Largest Losing Trade | -429651 | -48934 | -429651 | -1017312 | -1002497 | -1017312 |
Avg Bars in Trades | 42 | 17 | 67 | 42 | 17 | 67 |
Avg Bars in Winners | 37 | 14 | 60 | 46 | 19 | 75 |
Avg Bars in Losers | 46 | 20 | 76 | 36 | 13 | 58 |
Bars Traded | 2984 | 614 | 2370 | 2984 | 614 | 2370 |
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 | -671503 | -329684 | -580232 | -78069 | -1701 | 502550 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 2 } } }
# | 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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