Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862838.2602 | 883866.5778 | -21028.3176 | 174336.7703 | 412736.6115 | -238399.8412 |
Total P&L (%) | 862.8383 | 883.8666 | -21.0283 | 174.3368 | 412.7366 | -238.3998 |
Avg Daily Profit (%) | 0.4743 | 0.4859 | -0.0116 | 0.0555 | 0.0899 | 0 |
Buy And Hold Return (%) | 253.3471 | 253.3471 | 253.3471 | 253.3471 | 253.3471 | 253.3471 |
Max Trade Drawdown | -205844 | -140283 | -95974 | -2502171 | -1578117 | -1176532 |
Profit Factor | 2.0467 | 2.513 | 0.9124 | 1.0217 | 1.0708 | 0.8916 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 42.069 | 34.7222 | 49.3151 | 42.069 | 34.7222 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.8184 | 4.7244 | 0.9378 | 1.4069 | 2.0131 | 0.9163 |
Largest Winning Trade | 411249 | 411249 | 27590 | 1149611 | 1149611 | 317944 |
Largest Losing Trade | -40376 | -40376 | -24907 | -603685 | -603685 | -279008 |
Avg Bars in Trades | 148 | 252 | 46 | 148 | 252 | 46 |
Avg Bars in Winners | 201 | 410 | 56 | 201 | 410 | 56 |
Avg Bars in Losers | 110 | 167 | 36 | 110 | 167 | 36 |
Bars Traded | 21533 | 18154 | 3379 | 21533 | 18154 | 3379 |
Profit Streak | 9.4567 | 0 | 45.0401 | 9.4567 | 0 | 45.0401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341548 | -72805 | -652446 | -483277 | -309265 | -652446 |
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 131, "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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