Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363590.596 | 369754.9523 | -6164.3563 | 50375.0544 | 48865.3451 | 1509.7094 |
Total P&L (%) | 363.5906 | 369.755 | -6.1644 | 50.3751 | 48.8653 | 1.5097 |
Avg Daily Profit (%) | 0.2576 | 0.262 | -0.0044 | 0.0289 | 0.0282 | 0.0011 |
Buy And Hold Return (%) | 14.1073 | 14.1073 | 14.1073 | 14.1073 | 14.1073 | 14.1073 |
Max Trade Drawdown | -143156 | -154038 | -43454 | -234723 | -221514 | -81660 |
Profit Factor | 1.5195 | 1.7862 | 0.9731 | 1.0542 | 1.0775 | 1.005 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 41.7323 | 38.0952 | 45.3125 | 41.7323 | 38.0952 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.1216 | 2.9025 | 1.1745 | 1.4718 | 1.751 | 1.213 |
Largest Winning Trade | 162719 | 162719 | 26318 | 133819 | 133819 | 47815 |
Largest Losing Trade | -32643 | -32643 | -24500 | -74211 | -74211 | -53510 |
Avg Bars in Trades | 130 | 228 | 34 | 130 | 228 | 34 |
Avg Bars in Winners | 201 | 396 | 40 | 201 | 396 | 40 |
Avg Bars in Losers | 80 | 125 | 29 | 80 | 125 | 29 |
Bars Traded | 16608 | 14398 | 2210 | 16608 | 14398 | 2210 |
Profit Streak | 485.5901 | 0 | 521.8401 | 485.5901 | 0 | 521.8401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300813 | -140049 | -719808 | -320117 | -443621 | -712858 |
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{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 106, "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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