Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3315954.8829 | 3197234.4182 | 118720.4647 | 99668477.3665 | 76525048.7601 | 23143428.6064 |
Total P&L (%) | 3315.9549 | 3197.2344 | 118.7205 | 99668.4774 | 76525.0488 | 23143.4286 |
Avg Daily Profit (%) | 1.4515 | 1.3995 | 0.052 | 0.3027 | 0.2911 | 0.2388 |
Buy And Hold Return (%) | 9682.2149 | 9682.2149 | 9682.2149 | 9682.2149 | 9682.2149 | 9682.2149 |
Max Trade Drawdown | -95366 | -45753 | -67962 | -28277203 | -28277203 | -19512168 |
Profit Factor | 9.9775 | 20.9324 | 1.5682 | 2.0495 | 2.6422 | 1.4785 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
Ratio Avg Win / Avg Loss | 7.4192 | 20.9324 | 0.8554 | 1.524 | 2.6422 | 0.8064 |
Largest Winning Trade | 2165782 | 2165782 | 56133 | 59498127 | 59498127 | 22101775 |
Largest Losing Trade | -67747 | -29017 | -67747 | -28277203 | -28277203 | -14583527 |
Avg Bars in Trades | 189 | 173 | 205 | 189 | 173 | 205 |
Avg Bars in Winners | 241 | 235 | 246 | 241 | 235 | 246 |
Avg Bars in Losers | 120 | 112 | 132 | 120 | 112 | 132 |
Bars Traded | 12913 | 5910 | 7003 | 12913 | 5910 | 7003 |
Profit Streak | 0 | 245.1193 | 0 | 0 | 245.1193 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -256064 | -142226 | -287348 | -99735 | 546933 | 197257 |
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{ "first_band": { "type": "hma", "factors": { "length": 128, "offset": 180 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 1 } } }
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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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