Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260959.4489 | 308049.2214 | -47089.7725 | -33749.4392 | 121989.0336 | -155738.4728 |
Total P&L (%) | 260.9594 | 308.0492 | -47.0898 | -33.7494 | 121.989 | -155.7385 |
Avg Daily Profit (%) | 0.1849 | 0.2183 | -0.0334 | -0.0292 | 0.0565 | 0 |
Buy And Hold Return (%) | 11.9583 | 11.9583 | 11.9583 | 11.9583 | 11.9583 | 11.9583 |
Max Trade Drawdown | -217524 | -160548 | -97896 | -1110853 | -890732 | -300912 |
Profit Factor | 1.1527 | 1.2689 | 0.9165 | 0.9916 | 1.0418 | 0.8567 |
Total Trades | 975 | 487 | 488 | 975 | 487 | 488 |
Winning Trades | 553 | 282 | 271 | 553 | 282 | 271 |
Losing Trades | 422 | 205 | 217 | 422 | 205 | 217 |
Profitability (%) | 56.7179 | 57.9055 | 55.5328 | 56.7179 | 57.9055 | 55.5328 |
Ratio Avg Win / Avg Loss | 0.8796 | 0.9225 | 0.7339 | 0.7567 | 0.7574 | 0.686 |
Largest Winning Trade | 79431 | 79431 | 8807 | 320594 | 320594 | 28991 |
Largest Losing Trade | -57272 | -57272 | -18452 | -402430 | -402430 | -74283 |
Avg Bars in Trades | 17 | 30 | 3 | 17 | 30 | 3 |
Avg Bars in Winners | 11 | 20 | 3 | 11 | 20 | 3 |
Avg Bars in Losers | 23 | 43 | 4 | 23 | 43 | 4 |
Bars Traded | 16593 | 14734 | 1859 | 16593 | 14734 | 1859 |
Profit Streak | 0 | 476.0702 | 0 | 0 | 476.0702 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40126 | 345721 | -577788 | -574120 | -290029 | -577788 |
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{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 156, "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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