Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235756.5234 | 175513.0478 | 60243.4756 | 265120.5063 | 65109.859 | 200010.6473 |
Total P&L (%) | 235.7565 | 175.513 | 60.2435 | 265.1205 | 65.1099 | 200.0106 |
Avg Daily Profit (%) | 0.4527 | 0.337 | 0.1157 | 0.249 | 0.0963 | 0.2112 |
Buy And Hold Return (%) | 14.4897 | 14.4897 | 14.4897 | 14.4897 | 14.4897 | 14.4897 |
Max Trade Drawdown | -78230 | -81622 | -32613 | -420833 | -442973 | -129669 |
Profit Factor | 1.7383 | 1.863 | 1.5195 | 1.1821 | 1.0693 | 1.3878 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 42.1053 | 37.3134 | 46.9697 | 42.1053 | 37.3134 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.3901 | 3.1298 | 1.7156 | 1.6254 | 1.7964 | 1.5668 |
Largest Winning Trade | 120924 | 120924 | 28853 | 335698 | 335698 | 94352 |
Largest Losing Trade | -28164 | -28164 | -12085 | -143154 | -143154 | -75397 |
Avg Bars in Trades | 186 | 270 | 101 | 186 | 270 | 101 |
Avg Bars in Winners | 260 | 426 | 126 | 260 | 426 | 126 |
Avg Bars in Losers | 132 | 177 | 79 | 132 | 177 | 79 |
Bars Traded | 24797 | 18097 | 6700 | 24797 | 18097 | 6700 |
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 | 352405 | -110132 | -164333 | -14326 | -331835 | -116757 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 183, "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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