Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464079.4592 | 435319.9815 | 28759.4777 | 86867.3674 | 114283.0036 | -27415.6362 |
Total P&L (%) | 464.0795 | 435.32 | 28.7595 | 86.8674 | 114.283 | -27.4156 |
Avg Daily Profit (%) | 0.213 | 0.1998 | 0.0132 | 0.0287 | 0.035 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197336 | -183465 | -52312 | -1189748 | -1055580 | -183449 |
Profit Factor | 1.9752 | 2.1995 | 1.2545 | 1.0452 | 1.0757 | 0.9333 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 58.4071 | 57.1429 | 59.6491 | 58.4071 | 57.1429 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.4066 | 1.6497 | 0.8486 | 0.7443 | 0.8068 | 0.6313 |
Largest Winning Trade | 389366 | 389366 | 12271 | 717759 | 717759 | 55317 |
Largest Losing Trade | -58067 | -58067 | -16578 | -395376 | -395376 | -59664 |
Avg Bars in Trades | 30 | 55 | 5 | 30 | 55 | 5 |
Avg Bars in Winners | 23 | 42 | 5 | 23 | 42 | 5 |
Avg Bars in Losers | 39 | 73 | 3 | 39 | 73 | 3 |
Bars Traded | 3414 | 3121 | 293 | 3414 | 3121 | 293 |
Profit Streak | 392.7425 | 392.7425 | 579.7425 | 392.7425 | 392.7425 | 579.7425 |
Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474471 | -165984 | -357355 | -324186 | -462907 | -757842 |
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{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 223, "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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