Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167824.3956 | -7640.5507 | 175464.9463 | 17754.9977 | -7047.113 | 24802.1107 |
Total P&L (%) | 167.8244 | -7.6406 | 175.4649 | 17.755 | -7.0471 | 24.8021 |
Avg Daily Profit (%) | 0.1616 | -0.0074 | 0.169 | 0.0157 | -0.007 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78819 | -28340 | -78819 | -82715 | -11886 | -82715 |
Profit Factor | 1.4419 | 0.9349 | 1.6689 | 1.0725 | 0.8736 | 1.1312 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 121 | 49 | 72 | 121 | 49 | 72 |
Losing Trades | 48 | 36 | 12 | 48 | 36 | 12 |
Profitability (%) | 71.5976 | 57.6471 | 85.7143 | 71.5976 | 57.6471 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.572 | 0.6869 | 0.2782 | 0.4255 | 0.6418 | 0.1885 |
Largest Winning Trade | 24577 | 11984 | 24577 | 14637 | 4015 | 14637 |
Largest Losing Trade | -78819 | -22407 | -78819 | -82715 | -6904 | -82715 |
Avg Bars in Trades | 32 | 2 | 62 | 32 | 2 | 62 |
Avg Bars in Winners | 16 | 1 | 26 | 16 | 1 | 26 |
Avg Bars in Losers | 72 | 3 | 279 | 72 | 3 | 279 |
Bars Traded | 5442 | 174 | 5268 | 5442 | 174 | 5268 |
Profit Streak | 104.5823 | 104.5823 | 127.749 | 104.5823 | 104.5823 | 127.749 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403938 | -579274 | 490248 | -317970 | -578996 | -240039 |
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{ "first_band": { "type": "hma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 3 } } }
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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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