Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334571.146 | 359734.219 | -25163.073 | -92326.27 | 38882.4681 | -131208.7381 |
Total P&L (%) | 334.5711 | 359.7342 | -25.1631 | -92.3263 | 38.8825 | -131.2087 |
Avg Daily Profit (%) | 0.1734 | 0.1864 | -0.013 | -0.133 | 0.017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193814 | -47591 | -263881 | -128251 | -1653 | -127506 |
Profit Factor | 1.587 | 5.0094 | 0.9476 | 0.4478 | 6.4099 | 0.18 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 29 | 24 | 47 | 22 | 25 |
Losing Trades | 30 | 13 | 17 | 36 | 20 | 16 |
Profitability (%) | 63.8554 | 69.0476 | 58.5366 | 56.6265 | 52.381 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.8983 | 2.2456 | 0.6712 | 0.343 | 5.8272 | 0.1152 |
Largest Winning Trade | 134423 | 134423 | 73187 | 23280 | 23280 | 8844 |
Largest Losing Trade | -107232 | -23711 | -107232 | -98250 | -1607 | -98250 |
Avg Bars in Trades | 266 | 48 | 490 | 266 | 48 | 490 |
Avg Bars in Winners | 322 | 51 | 649 | 335 | 48 | 587 |
Avg Bars in Losers | 168 | 40 | 266 | 177 | 48 | 338 |
Bars Traded | 22122 | 2022 | 20100 | 22122 | 2022 | 20100 |
Profit Streak | 0 | 0 | 311.7975 | 0 | 0 | 311.7975 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300995 | 641493 | -578247 | -581196 | -163273 | -577931 |
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{ "first_band": { "type": "kcu", "factors": { "length": 127, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 249, "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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