Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286725.9586 | 306300.7858 | -19574.8272 | -14921.1431 | 176869.4849 | -191790.628 |
Total P&L (%) | 286.726 | 306.3008 | -19.5748 | -14.9211 | 176.8695 | -191.7906 |
Avg Daily Profit (%) | 0.1548 | 0.1654 | -0.0106 | -0.0087 | 0.055 | 0 |
Buy And Hold Return (%) | 49.6367 | 49.6367 | 49.6367 | 49.6367 | 49.6367 | 49.6367 |
Max Trade Drawdown | -141327 | -124227 | -211599 | -252564 | -149448 | -314103 |
Profit Factor | 1.2451 | 1.5979 | 0.9702 | 0.9881 | 1.3544 | 0.7444 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 54.1176 | 53.125 | 55.1181 | 54.1176 | 53.125 | 55.1181 |
Ratio Avg Win / Avg Loss | 1.0556 | 1.4099 | 0.79 | 0.8377 | 1.195 | 0.6062 |
Largest Winning Trade | 121396 | 121396 | 41375 | 110890 | 110890 | 58267 |
Largest Losing Trade | -47763 | -25370 | -47763 | -71296 | -36458 | -71296 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 10919 | 5086 | 5833 | 10919 | 5086 | 5833 |
Profit Streak | 0 | 0 | 48.0547 | 0 | 0 | 48.0547 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289276 | 319227 | -578914 | -578910 | -121465 | -578914 |
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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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