Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61409.6843 | 18135.6451 | 43274.0391 | 41332.9935 | 40943.7411 | 389.2524 |
Total P&L (%) | 61.4097 | 18.1356 | 43.274 | 41.333 | 40.9437 | 0.3893 |
Avg Daily Profit (%) | 0.2358 | 0.0696 | 0.1662 | 0.1329 | 0.1319 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76420 | -12893 | -68363 | -205961 | -22762 | -188723 |
Profit Factor | 1.2457 | 1.2625 | 1.2393 | 1.0773 | 1.3231 | 1.001 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 54.0373 | 50.6173 | 57.5 | 54.0373 | 50.6173 | 57.5 |
Ratio Avg Win / Avg Loss | 1.0596 | 1.2317 | 0.916 | 0.9164 | 1.2908 | 0.7398 |
Largest Winning Trade | 16372 | 10016 | 16372 | 42518 | 28528 | 42518 |
Largest Losing Trade | -30315 | -6266 | -30315 | -84082 | -9337 | -84082 |
Avg Bars in Trades | 143 | 25 | 262 | 143 | 25 | 262 |
Avg Bars in Winners | 140 | 34 | 236 | 140 | 34 | 236 |
Avg Bars in Losers | 146 | 17 | 297 | 146 | 17 | 297 |
Bars Traded | 23066 | 2088 | 20979 | 23066 | 2088 | 20979 |
Profit Streak | 14.2544 | 18.3794 | 14.2544 | 14.2544 | 18.3794 | 14.2544 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308590 | -119752 | -15563 | -153315 | -30414 | -596748 |
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{ "first_band": { "type": "hma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 2 } } }
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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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