Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660201.7111 | 507441.4074 | 152760.3038 | 2274743.585 | 927357.4349 | 1347386.1501 |
Total P&L (%) | 660.2017 | 507.4414 | 152.7603 | 2274.7436 | 927.3574 | 1347.3862 |
Avg Daily Profit (%) | 0.3529 | 0.2712 | 0.0816 | 0.1694 | 0.1246 | 0.1429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139251 | -74095 | -65155 | -1622272 | -918677 | -750657 |
Profit Factor | 3.0543 | 4.0287 | 1.993 | 1.5608 | 1.4476 | 1.6789 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.1596 | 5.2682 | 1.6193 | 1.6146 | 1.893 | 1.3641 |
Largest Winning Trade | 348369 | 348369 | 59177 | 1129837 | 817463 | 1129837 |
Largest Losing Trade | -39030 | -38749 | -39030 | -606085 | -408642 | -606085 |
Avg Bars in Trades | 121 | 103 | 141 | 121 | 103 | 141 |
Avg Bars in Winners | 177 | 147 | 201 | 177 | 147 | 201 |
Avg Bars in Losers | 68 | 69 | 66 | 68 | 69 | 66 |
Bars Traded | 7194 | 3100 | 4094 | 7194 | 3100 | 4094 |
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 | -164650 | 471202 | -79542 | -169264 | -26816 | 31363 |
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{ "first_band": { "type": "kcb", "factors": { "length": 73, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hma", "factors": { "length": 144, "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) |
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