Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46604.0958 | -2388.3785 | 48992.4743 | 40612.1558 | -2906.0496 | 43518.2055 |
Total P&L (%) | 46.6041 | -2.3884 | 48.9925 | 40.6122 | -2.9061 | 43.5182 |
Avg Daily Profit (%) | 0.3298 | -0.0169 | 0.3467 | 0.2415 | -0.0209 | 0.256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34275 | -10678 | -32033 | -58964 | -16327 | -56289 |
Profit Factor | 1.4925 | 0.9276 | 1.7947 | 1.2905 | 0.9347 | 1.4566 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 60.3175 | 50 | 70.9677 | 60.3175 | 50 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.9819 | 0.9276 | 0.7342 | 0.849 | 0.9347 | 0.5959 |
Largest Winning Trade | 11595 | 6328 | 11595 | 14333 | 8744 | 14333 |
Largest Losing Trade | -31794 | -8690 | -31794 | -56006 | -12130 | -56006 |
Avg Bars in Trades | 101 | 22 | 181 | 101 | 22 | 181 |
Avg Bars in Winners | 86 | 24 | 131 | 86 | 24 | 131 |
Avg Bars in Losers | 123 | 21 | 304 | 123 | 21 | 304 |
Bars Traded | 6373 | 735 | 5638 | 6373 | 735 | 5638 |
Profit Streak | 401.4666 | 401.4666 | 405.4458 | 401.4666 | 401.4666 | 405.4458 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143784 | -581720 | 372297 | -146305 | -581720 | 281795 |
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{ "first_band": { "type": "hma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 39, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 39, "offset": 0, "scalar": 2 } } }
# | 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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