Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441582.7482 | 360887.2274 | 80695.5207 | 24740.3066 | 39288.1566 | -14547.85 |
Total P&L (%) | 441.5827 | 360.8872 | 80.6955 | 24.7403 | 39.2882 | -14.5479 |
Avg Daily Profit (%) | 0.23 | 0.188 | 0.042 | 0.0115 | 0.0173 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144022 | -130722 | -55018 | -628993 | -578874 | -152075 |
Profit Factor | 1.715 | 1.9104 | 1.3649 | 1.0163 | 1.037 | 0.9681 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 59.7403 | 52.6316 | 66.6667 | 59.7403 | 52.6316 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1558 | 1.7193 | 0.6824 | 0.6849 | 0.9333 | 0.484 |
Largest Winning Trade | 301682 | 301682 | 40825 | 447990 | 447990 | 58055 |
Largest Losing Trade | -59604 | -59604 | -55018 | -380578 | -380578 | -110973 |
Avg Bars in Trades | 71 | 96 | 46 | 71 | 96 | 46 |
Avg Bars in Winners | 67 | 102 | 41 | 67 | 102 | 41 |
Avg Bars in Losers | 75 | 89 | 56 | 75 | 89 | 56 |
Bars Traded | 5480 | 3669 | 1811 | 5480 | 3669 | 1811 |
Profit Streak | 0 | 105.117 | 0 | 0 | 105.117 | 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 | -34720 | 434189 | -135773 | -430166 | -352623 | -578596 |
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{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 202, "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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