Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410188.4151 | 438125.8541 | -27937.439 | 18079.7777 | 66261.0824 | -48181.3046 |
Total P&L (%) | 410.1884 | 438.1259 | -27.9374 | 18.0798 | 66.2611 | -48.1813 |
Avg Daily Profit (%) | 0.7876 | 0.8412 | -0.0536 | 0.0319 | 0.0977 | -0.1261 |
Buy And Hold Return (%) | 85.8361 | 85.8361 | 85.8361 | 85.8361 | 85.8361 | 85.8361 |
Max Trade Drawdown | -107659 | -86019 | -39085 | -187206 | -145797 | -55537 |
Profit Factor | 2.3796 | 2.9333 | 0.6049 | 1.0502 | 1.244 | 0.4566 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 37.3494 | 24.3902 | 50 | 37.3494 | 24.3902 | 50 |
Ratio Avg Win / Avg Loss | 3.9915 | 9.0931 | 0.6049 | 1.7616 | 3.8565 | 0.4566 |
Largest Winning Trade | 543097 | 543097 | 12547 | 226533 | 226533 | 7891 |
Largest Losing Trade | -21606 | -21606 | -12650 | -44929 | -44929 | -16654 |
Avg Bars in Trades | 297 | 569 | 31 | 297 | 569 | 31 |
Avg Bars in Winners | 341 | 989 | 32 | 341 | 989 | 32 |
Avg Bars in Losers | 271 | 434 | 30 | 271 | 434 | 30 |
Bars Traded | 24684 | 23356 | 1328 | 24684 | 23356 | 1328 |
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 | 319668 | -15912 | -581303 | -486996 | -260554 | -581303 |
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 184, "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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