Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1590173.1607 | 1554344.8011 | 35828.3596 | 1999217.2931 | 3262709.6004 | -1263492.3073 |
Total P&L (%) | 1590.1732 | 1554.3448 | 35.8284 | 1999.2173 | 3262.7096 | -1263.4923 |
Avg Daily Profit (%) | 0.8728 | 0.8532 | 0.0197 | 0.1672 | 0.1931 | 0 |
Buy And Hold Return (%) | 627.2727 | 627.2727 | 627.2727 | 627.2727 | 627.2727 | 627.2727 |
Max Trade Drawdown | -161579 | -110221 | -51358 | -9463152 | -6521071 | -2942081 |
Profit Factor | 3.5477 | 4.6704 | 1.1785 | 1.1051 | 1.2525 | 0.793 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 34.4538 | 27.1186 | 41.6667 | 34.4538 | 27.1186 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.7493 | 12.5516 | 1.65 | 2.1024 | 3.3662 | 1.1102 |
Largest Winning Trade | 839059 | 839059 | 73291 | 5499397 | 5499397 | 1328238 |
Largest Losing Trade | -26368 | -26368 | -14968 | -2211937 | -2211937 | -796845 |
Avg Bars in Trades | 87 | 127 | 48 | 87 | 127 | 48 |
Avg Bars in Winners | 160 | 294 | 75 | 160 | 294 | 75 |
Avg Bars in Losers | 48 | 65 | 28 | 48 | 65 | 28 |
Bars Traded | 10408 | 7522 | 2886 | 10408 | 7522 | 2886 |
Profit Streak | 0 | 95.0551 | 0 | 0 | 95.0551 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385374 | -179813 | -528077 | -104729 | -189190 | -751810 |
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{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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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