Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1815634.4828 | 1822315.3985 | -6680.9157 | 423573.3202 | -337832.4018 | 761405.722 |
Total P&L (%) | 1815.6345 | 1822.3154 | -6.6809 | 423.5733 | -337.8324 | 761.4057 |
Avg Daily Profit (%) | 0.7262 | 0.7288 | -0.0027 | 0.0662 | 0 | 0.0862 |
Buy And Hold Return (%) | 468.1265 | 468.1265 | 468.1265 | 468.1265 | 468.1265 | 468.1265 |
Max Trade Drawdown | -107886 | -115542 | -76956 | -3724111 | -3303112 | -1397316 |
Profit Factor | 3.1881 | 4.3155 | 0.9762 | 1.0356 | 0.9597 | 1.2172 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 32.3077 | 26.1538 | 38.4615 | 32.3077 | 26.1538 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.6799 | 12.1848 | 1.5618 | 2.1698 | 2.7099 | 1.9475 |
Largest Winning Trade | 1528769 | 1528769 | 44444 | 2004370 | 2004370 | 1052568 |
Largest Losing Trade | -27827 | -27827 | -25587 | -694745 | -694745 | -599120 |
Avg Bars in Trades | 114 | 168 | 60 | 114 | 168 | 60 |
Avg Bars in Winners | 201 | 369 | 87 | 201 | 369 | 87 |
Avg Bars in Losers | 72 | 97 | 43 | 72 | 97 | 43 |
Bars Traded | 14871 | 10956 | 3915 | 14871 | 10956 | 3915 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351428 | -139154 | -714445 | -457067 | -734687 | -222642 |
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 102, "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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