Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264495.5204 | 266522.7832 | -2027.2627 | -52133.9116 | 196246.0697 | -248379.9813 |
Total P&L (%) | 264.4955 | 266.5228 | -2.0273 | -52.1339 | 196.2461 | -248.38 |
Avg Daily Profit (%) | 0.1494 | 0.1505 | -0.0011 | -0.0416 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146586 | -125439 | -85268 | -397718 | -323536 | -351986 |
Profit Factor | 1.1797 | 1.3244 | 0.9969 | 0.9797 | 1.1371 | 0.7814 |
Total Trades | 555 | 277 | 278 | 555 | 277 | 278 |
Winning Trades | 351 | 177 | 174 | 351 | 177 | 174 |
Losing Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Profitability (%) | 63.2432 | 63.8989 | 62.5899 | 63.2432 | 63.8989 | 62.5899 |
Ratio Avg Win / Avg Loss | 0.6856 | 0.7482 | 0.5958 | 0.5694 | 0.6424 | 0.467 |
Largest Winning Trade | 44087 | 44087 | 14720 | 130408 | 130408 | 36855 |
Largest Losing Trade | -75667 | -75667 | -35331 | -172860 | -172860 | -148447 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 8 | 10 | 5 | 8 | 10 | 5 |
Avg Bars in Losers | 19 | 32 | 7 | 19 | 32 | 7 |
Bars Traded | 6834 | 4995 | 1839 | 6834 | 4995 | 1839 |
Profit Streak | 8.7192 | 9.9692 | 8.7192 | 8.7192 | 9.9692 | 8.7192 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12159 | 338435 | -577299 | -574763 | -178757 | -577299 |
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{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 192, "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) |
---|