Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178623.2308 | 1073973.7011 | 104649.5297 | 6426745.5882 | 2265575.2173 | 4161170.3709 |
Total P&L (%) | 1178.6232 | 1073.9737 | 104.6495 | 6426.7456 | 2265.5752 | 4161.1704 |
Avg Daily Profit (%) | 0.6472 | 0.5898 | 0.0575 | 0.2297 | 0.1739 | 0.2063 |
Buy And Hold Return (%) | 715.119 | 715.119 | 715.119 | 715.119 | 715.119 | 715.119 |
Max Trade Drawdown | -102995 | -128961 | -56082 | -8595821 | -8553034 | -1604260 |
Profit Factor | 3.1545 | 3.9098 | 1.588 | 1.33 | 1.1576 | 1.8158 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.6239 | 44.4444 | 52.7273 | 48.6239 | 44.4444 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.3331 | 4.8873 | 1.4238 | 1.4053 | 1.447 | 1.628 |
Largest Winning Trade | 734286 | 734286 | 29083 | 6222052 | 6222052 | 1851067 |
Largest Losing Trade | -35958 | -35958 | -24517 | -5437827 | -5437827 | -979435 |
Avg Bars in Trades | 47 | 72 | 22 | 47 | 72 | 22 |
Avg Bars in Winners | 59 | 93 | 32 | 59 | 93 | 32 |
Avg Bars in Losers | 35 | 56 | 11 | 35 | 56 | 11 |
Bars Traded | 5154 | 3935 | 1219 | 5154 | 3935 | 1219 |
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 | 302710 | -174061 | -459539 | 299290 | -224513 | -168675 |
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{ "first_band": { "type": "hma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 2 } } }
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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) |
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