Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240083.3547 | 244370.5331 | -4287.1784 | 86099.5373 | 105356.2599 | -19256.7226 |
Total P&L (%) | 240.0834 | 244.3705 | -4.2872 | 86.0995 | 105.3563 | -19.2567 |
Avg Daily Profit (%) | 0.461 | 0.4692 | -0.0082 | 0.1193 | 0.1383 | -0.0411 |
Buy And Hold Return (%) | 63.0673 | 63.0673 | 63.0673 | 63.0673 | 63.0673 | 63.0673 |
Max Trade Drawdown | -80430 | -80762 | -14493 | -209116 | -193611 | -32342 |
Profit Factor | 2.0153 | 2.3175 | 0.9159 | 1.2131 | 1.3267 | 0.7637 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 47.2222 | 54.0541 | 50.6849 | 47.2222 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.9608 | 2.5902 | 0.7786 | 1.1803 | 1.4827 | 0.6492 |
Largest Winning Trade | 280744 | 280744 | 5677 | 241323 | 241323 | 12650 |
Largest Losing Trade | -24142 | -24142 | -10126 | -75862 | -75862 | -18747 |
Avg Bars in Trades | 330 | 642 | 26 | 330 | 642 | 26 |
Avg Bars in Winners | 448 | 947 | 23 | 448 | 947 | 23 |
Avg Bars in Losers | 209 | 369 | 30 | 209 | 369 | 30 |
Bars Traded | 24125 | 23130 | 995 | 24125 | 23130 | 995 |
Profit Streak | 23.984 | 89.0465 | 23.984 | 23.984 | 89.0465 | 23.984 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64439 | 423179 | -579993 | -162039 | -17551 | -579993 |
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 166, "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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