Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6164.9956 | -26693.9894 | 32858.985 | -2022.1739 | -32975.3175 | 30953.1436 |
Total P&L (%) | 6.165 | -26.694 | 32.859 | -2.0222 | -32.9753 | 30.9531 |
Avg Daily Profit (%) | 0.0436 | -0.1889 | 0.2325 | -0.0145 | -0.2827 | 0.191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49328 | -38977 | -24422 | -56763 | -45721 | -29634 |
Profit Factor | 1.0688 | 0.4713 | 1.8409 | 0.9808 | 0.4398 | 1.6625 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 25 | 18 | 7 | 25 | 18 | 7 |
Profitability (%) | 68.75 | 55 | 82.5 | 68.75 | 55 | 82.5 |
Ratio Avg Win / Avg Loss | 0.4858 | 0.3856 | 0.3905 | 0.4458 | 0.3598 | 0.3526 |
Largest Winning Trade | 5606 | 5606 | 5051 | 6056 | 6056 | 5950 |
Largest Losing Trade | -24293 | -15263 | -24293 | -29533 | -15500 | -29533 |
Avg Bars in Trades | 80 | 26 | 135 | 80 | 26 | 135 |
Avg Bars in Winners | 57 | 11 | 88 | 57 | 11 | 88 |
Avg Bars in Losers | 131 | 44 | 353 | 131 | 44 | 353 |
Bars Traded | 6454 | 1052 | 5402 | 6454 | 1052 | 5402 |
Profit Streak | 398.4296 | 398.4296 | 402.4921 | 398.4296 | 398.4296 | 402.4921 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -468341 | -580257 | 344136 | -602223 | -580257 | 312870 |
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{ "first_band": { "type": "hma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 5 } } }
# | 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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