Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469677.6983 | 434453.1328 | 35224.5655 | 232267.5978 | 215056.4904 | 17211.1075 |
Total P&L (%) | 469.6777 | 434.4531 | 35.2246 | 232.2676 | 215.0565 | 17.2111 |
Avg Daily Profit (%) | 0.3328 | 0.3078 | 0.025 | 0.0851 | 0.0813 | 0.0113 |
Buy And Hold Return (%) | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 |
Max Trade Drawdown | -88770 | -118968 | -9833 | -316542 | -293013 | -29215 |
Profit Factor | 1.9681 | 2.0391 | 1.5256 | 1.204 | 1.2156 | 1.1218 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 60.479 | 61.4458 | 59.5238 | 60.479 | 61.4458 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.2861 | 1.2794 | 1.0374 | 0.7868 | 0.7627 | 0.7628 |
Largest Winning Trade | 183513 | 183513 | 10545 | 372401 | 372401 | 12837 |
Largest Losing Trade | -56379 | -56379 | -7126 | -162178 | -162178 | -22938 |
Avg Bars in Trades | 99 | 194 | 5 | 99 | 194 | 5 |
Avg Bars in Winners | 87 | 167 | 6 | 87 | 167 | 6 |
Avg Bars in Losers | 116 | 236 | 3 | 116 | 236 | 3 |
Bars Traded | 16548 | 16119 | 428 | 16548 | 16119 | 428 |
Profit Streak | 473.7753 | 474.2753 | 473.7753 | 473.7753 | 474.2753 | 473.7753 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519795 | 462768 | -321422 | -80950 | -87308 | -429418 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 234, "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) |
---|