Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278658.3563 | 1282263.059 | -3604.7027 | 267647.5287 | 156498.4005 | 111149.1282 |
Total P&L (%) | 1278.6584 | 1282.2631 | -3.6047 | 267.6475 | 156.4984 | 111.1491 |
Avg Daily Profit (%) | 0.5112 | 0.5126 | -0.0014 | 0.0521 | 0.0377 | 0.0299 |
Buy And Hold Return (%) | 356.8269 | 356.8269 | 356.8269 | 356.8269 | 356.8269 | 356.8269 |
Max Trade Drawdown | -113135 | -129508 | -81160 | -1463537 | -1549022 | -384038 |
Profit Factor | 3.4922 | 5.0422 | 0.9816 | 1.0821 | 1.0675 | 1.1182 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 40 | 41.9355 | 40.9836 | 40 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.0287 | 7.5633 | 1.3591 | 1.5583 | 1.6013 | 1.5483 |
Largest Winning Trade | 1178065 | 1178065 | 46139 | 1557791 | 1557791 | 350800 |
Largest Losing Trade | -40900 | -40900 | -35904 | -688331 | -688331 | -185323 |
Avg Bars in Trades | 107 | 156 | 59 | 107 | 156 | 59 |
Avg Bars in Winners | 188 | 300 | 84 | 188 | 300 | 84 |
Avg Bars in Losers | 51 | 60 | 41 | 51 | 60 | 41 |
Bars Traded | 6546 | 4701 | 1845 | 6546 | 4701 | 1845 |
Profit Streak | 102.6586 | 0 | 105.6586 | 102.6586 | 0 | 105.6586 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154438 | 432568 | -581726 | -587449 | -457463 | -410701 |
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{ "first_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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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