Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951096.3554 | 847006.7421 | 104089.6133 | 3274713.7543 | 3082655.6025 | 192058.1518 |
Total P&L (%) | 951.0964 | 847.0067 | 104.0896 | 3274.7138 | 3082.6556 | 192.0582 |
Avg Daily Profit (%) | 0.5239 | 0.4666 | 0.0573 | 0.194 | 0.1908 | 0.0591 |
Buy And Hold Return (%) | 237.6309 | 237.6309 | 237.6309 | 237.6309 | 237.6309 | 237.6309 |
Max Trade Drawdown | -105108 | -74717 | -46613 | -6796226 | -4845707 | -2796440 |
Profit Factor | 3.0499 | 4.16 | 1.5313 | 1.2586 | 1.4292 | 1.035 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.1453 | 4.16 | 1.627 | 1.2979 | 1.4292 | 1.0997 |
Largest Winning Trade | 410870 | 410870 | 69143 | 5042749 | 5042749 | 1330754 |
Largest Losing Trade | -53404 | -53404 | -35920 | -2685489 | -2042013 | -2685489 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 119 | 110 | 128 | 119 | 110 | 128 |
Avg Bars in Losers | 42 | 38 | 45 | 42 | 38 | 45 |
Bars Traded | 5205 | 2376 | 2829 | 5205 | 2376 | 2829 |
Profit Streak | 0 | 124.5292 | 0 | 0 | 124.5292 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121886 | 569238 | -280137 | -128481 | 351325 | -462440 |
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{ "first_band": { "type": "kcb", "factors": { "length": 51, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } } }
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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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