Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11613178.6756 | 11729022.0524 | -115843.3768 | 658153.2958 | 5210782.6977 | -4552629.4019 |
Total P&L (%) | 11613.1787 | 11729.0221 | -115.8434 | 658.1533 | 5210.7827 | -4552.6294 |
Avg Daily Profit (%) | 5.1471 | 5.1985 | -0.0513 | 0.0898 | 0.1762 | 0 |
Buy And Hold Return (%) | 7518.9822 | 7518.9822 | 7518.9822 | 7518.9822 | 7518.9822 | 7518.9822 |
Max Trade Drawdown | -254634 | -178682 | -139483 | -10840292 | -6970399 | -4575803 |
Profit Factor | 18.321 | 29.4524 | 0.5514 | 1.0391 | 1.5255 | 0.3404 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 40.6977 | 34.8837 | 46.5116 | 40.6977 | 34.8837 | 46.5116 |
Ratio Avg Win / Avg Loss | 26.6963 | 54.9778 | 0.6341 | 1.5142 | 2.8477 | 0.3915 |
Largest Winning Trade | 11632196 | 11632196 | 27357 | 11196385 | 11196385 | 1107934 |
Largest Losing Trade | -44384 | -44384 | -37969 | -3720404 | -3720404 | -2910496 |
Avg Bars in Trades | 102 | 158 | 46 | 102 | 158 | 46 |
Avg Bars in Winners | 140 | 253 | 55 | 140 | 253 | 55 |
Avg Bars in Losers | 76 | 107 | 38 | 76 | 107 | 38 |
Bars Traded | 8788 | 6799 | 1989 | 8788 | 6799 | 1989 |
Profit Streak | 0 | 149.9795 | 0 | 0 | 149.9795 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401714 | 352244 | -582083 | -418158 | -160234 | -582083 |
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{ "first_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 108, "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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