Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -699721.3526 | 749313.5111 | -1449034.8637 | 16566971.9504 | -40112462.4119 | 56679434.3623 |
Total P&L (%) | -699.7214 | 749.3135 | -1449.0349 | 16566.972 | -40112.4624 | 56679.4344 |
Avg Daily Profit (%) | -0.309 | 0.3309 | -0.6398 | 0.2262 | 0 | 0.2804 |
Buy And Hold Return (%) | 10226.8681 | 10226.8681 | 10226.8681 | 10226.8681 | 10226.8681 | 10226.8681 |
Max Trade Drawdown | -1425916 | -91917 | -1502638 | -99916048 | -55599136 | -62685980 |
Profit Factor | 0.6386 | 4.224 | 0.1496 | 1.0912 | 0.6195 | 1.7433 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 21 | 22 | 41 | 21 | 20 |
Losing Trades | 38 | 19 | 19 | 40 | 19 | 21 |
Profitability (%) | 53.0864 | 52.5 | 53.6585 | 50.6173 | 52.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.5644 | 3.8218 | 0.1292 | 1.0646 | 0.5605 | 1.8304 |
Largest Winning Trade | 576286 | 576286 | 43116 | 53918015 | 14101007 | 53918015 |
Largest Losing Trade | -1425916 | -44175 | -1425916 | -16584501 | -16584501 | -14522881 |
Avg Bars in Trades | 78 | 99 | 58 | 78 | 99 | 58 |
Avg Bars in Winners | 64 | 95 | 34 | 74 | 97 | 49 |
Avg Bars in Losers | 94 | 103 | 86 | 82 | 100 | 67 |
Bars Traded | 6354 | 3961 | 2393 | 6354 | 3961 | 2393 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596655 | -149043 | -580268 | -137580 | -580425 | 382301 |
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{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 29, "offset": 146 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 29, "offset": 146 } } }
# | 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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