Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308792.9191 | 321887.662 | -13094.7429 | -19731.4804 | 132142.3863 | -151873.8666 |
Total P&L (%) | 308.7929 | 321.8877 | -13.0947 | -19.7315 | 132.1424 | -151.8739 |
Avg Daily Profit (%) | 0.1658 | 0.1728 | -0.007 | -0.0118 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100487 | -92299 | -127004 | -250284 | -168014 | -241686 |
Profit Factor | 1.4305 | 1.9248 | 0.9645 | 0.9784 | 1.3027 | 0.681 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 57.1429 | 53.5714 | 60.7143 | 57.1429 | 53.5714 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.0728 | 1.6682 | 0.6241 | 0.7338 | 1.129 | 0.4406 |
Largest Winning Trade | 278307 | 278307 | 57353 | 219558 | 219558 | 43915 |
Largest Losing Trade | -56306 | -34652 | -56306 | -101665 | -61093 | -101665 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 65 | 52 | 77 | 65 | 52 | 77 |
Avg Bars in Losers | 60 | 58 | 63 | 60 | 58 | 63 |
Bars Traded | 7130 | 3106 | 4024 | 7130 | 3106 | 4024 |
Profit Streak | 0 | 50.9102 | 0 | 0 | 50.9102 | 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 | 339585 | -167984 | -759444 | -579554 | -311446 | -759444 |
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{ "first_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 144, "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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