Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3237465.3524 | 3254194.3947 | -16729.0423 | 1709105.0363 | 2282996.2954 | -573891.259 |
Total P&L (%) | 3237.4654 | 3254.1944 | -16.729 | 1709.105 | 2282.9963 | -573.8913 |
Avg Daily Profit (%) | 1.6484 | 1.6569 | -0.0085 | 0.1475 | 0.1616 | 0 |
Buy And Hold Return (%) | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 |
Max Trade Drawdown | -91995 | -110048 | -54945 | -5681852 | -6478329 | -1957164 |
Profit Factor | 4.7538 | 6.1637 | 0.928 | 1.0578 | 1.1008 | 0.917 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 61.9565 | 58.6957 | 65.2174 | 61.9565 | 58.6957 | 65.2174 |
Ratio Avg Win / Avg Loss | 2.919 | 4.3374 | 0.4949 | 0.6495 | 0.7747 | 0.4891 |
Largest Winning Trade | 2973968 | 2973968 | 13091 | 4167660 | 4167660 | 578533 |
Largest Losing Trade | -50994 | -50994 | -37316 | -2290744 | -2290744 | -1607531 |
Avg Bars in Trades | 30 | 56 | 5 | 30 | 56 | 5 |
Avg Bars in Winners | 28 | 56 | 4 | 28 | 56 | 4 |
Avg Bars in Losers | 33 | 55 | 6 | 33 | 55 | 6 |
Bars Traded | 5632 | 5160 | 472 | 5632 | 5160 | 472 |
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 | 692006 | 667030 | -578558 | -248888 | -112097 | -578558 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 79, "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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