Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212285.1914 | -12749.9539 | 225035.1453 | 144015.3478 | -74634.0655 | 218649.4133 |
Total P&L (%) | 212.2852 | -12.75 | 225.0351 | 144.0153 | -74.6341 | 218.6494 |
Avg Daily Profit (%) | 0.1393 | -0.0084 | 0.1477 | 0.0586 | -0.09 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70471 | -89630 | -36693 | -165750 | -160576 | -91504 |
Profit Factor | 1.4846 | 0.9515 | 2.2858 | 1.1878 | 0.8326 | 1.6815 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 45 | 32.5 | 57.5 | 45 | 32.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.8145 | 1.9763 | 1.6895 | 1.4518 | 1.7293 | 1.2428 |
Largest Winning Trade | 73424 | 58027 | 73424 | 97367 | 97367 | 76619 |
Largest Losing Trade | -34096 | -27345 | -34096 | -50137 | -46370 | -50137 |
Avg Bars in Trades | 111 | 84 | 139 | 111 | 84 | 139 |
Avg Bars in Winners | 170 | 132 | 192 | 170 | 132 | 192 |
Avg Bars in Losers | 63 | 60 | 66 | 63 | 60 | 66 |
Bars Traded | 8923 | 3361 | 5562 | 8923 | 3361 | 5562 |
Profit Streak | 0 | 0 | 46.8168 | 0 | 0 | 46.8168 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30438 | -584777 | 361029 | -154351 | -584777 | -87719 |
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{ "first_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 147, "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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