Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60939.7399 | 1438.8308 | 59500.9091 | 60863.6049 | 1432.2395 | 59431.3654 |
Total P&L (%) | 60.9397 | 1.4388 | 59.5009 | 60.8636 | 1.4322 | 59.4314 |
Avg Daily Profit (%) | 0.234 | 0.0055 | 0.2285 | 0.1827 | 0.0055 | 0.1793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24983 | -10298 | -22698 | -44777 | -12977 | -40770 |
Profit Factor | 1.5534 | 1.0418 | 1.7857 | 1.3619 | 1.0278 | 1.5095 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7539 | 1.2502 | 1.8973 | 1.5377 | 1.2334 | 1.6038 |
Largest Winning Trade | 27117 | 11385 | 27117 | 27399 | 15286 | 27399 |
Largest Losing Trade | -11433 | -5482 | -11433 | -20192 | -7199 | -20192 |
Avg Bars in Trades | 356 | 66 | 646 | 356 | 66 | 646 |
Avg Bars in Winners | 566 | 92 | 1010 | 566 | 92 | 1010 |
Avg Bars in Losers | 170 | 44 | 304 | 170 | 44 | 304 |
Bars Traded | 23524 | 2189 | 21335 | 23524 | 2189 | 21335 |
Profit Streak | 0 | 0 | 16.6557 | 0 | 0 | 16.6557 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121300 | -528902 | 328133 | -122913 | -544437 | 280011 |
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{ "first_band": { "type": "kcu", "factors": { "length": 179, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 179, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 206, "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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