Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675932.2652 | 680402.9257 | -4470.6605 | 157657.1232 | 35069.0028 | 122588.1204 |
Total P&L (%) | 675.9323 | 680.4029 | -4.4707 | 157.6571 | 35.069 | 122.5881 |
Avg Daily Profit (%) | 0.3714 | 0.3738 | -0.0025 | 0.052 | 0.0165 | 0.044 |
Buy And Hold Return (%) | 229.5793 | 229.5793 | 229.5793 | 229.5793 | 229.5793 | 229.5793 |
Max Trade Drawdown | -186466 | -137964 | -78614 | -1269504 | -1232634 | -136122 |
Profit Factor | 2.3116 | 2.894 | 0.9714 | 1.0563 | 1.0151 | 1.2542 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 59.322 | 58.6207 | 60 | 59.322 | 58.6207 | 60 |
Ratio Avg Win / Avg Loss | 1.5851 | 2.0428 | 0.6476 | 0.7243 | 0.7166 | 0.8362 |
Largest Winning Trade | 347187 | 347187 | 20010 | 458245 | 458245 | 178246 |
Largest Losing Trade | -79279 | -79279 | -40665 | -1019623 | -1019623 | -106518 |
Avg Bars in Trades | 180 | 328 | 36 | 180 | 328 | 36 |
Avg Bars in Winners | 130 | 234 | 33 | 130 | 234 | 33 |
Avg Bars in Losers | 251 | 461 | 42 | 251 | 461 | 42 |
Bars Traded | 10624 | 9522 | 1102 | 10624 | 9522 | 1102 |
Profit Streak | 163.7988 | 163.7988 | 313.4655 | 163.7988 | 163.7988 | 313.4655 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166078 | 515582 | -578162 | -626326 | -539699 | -299198 |
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{ "first_band": { "type": "kcl", "factors": { "length": 112, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 113, "offset": 101 } } }
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# | 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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