Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837356.5028 | 853763.8686 | -16407.3658 | 162396.7745 | 159812.6118 | 2584.1627 |
Total P&L (%) | 837.3565 | 853.7639 | -16.4074 | 162.3968 | 159.8126 | 2.5842 |
Avg Daily Profit (%) | 0.4588 | 0.4678 | -0.009 | 0.0529 | 0.0523 | 0.0014 |
Buy And Hold Return (%) | 242.5538 | 242.5538 | 242.5538 | 242.5538 | 242.5538 | 242.5538 |
Max Trade Drawdown | -146388 | -142908 | -82577 | -3284695 | -3112829 | -792051 |
Profit Factor | 2.3171 | 2.7398 | 0.8869 | 1.0219 | 1.0263 | 1.0019 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 54.8673 | 51.7857 | 57.8947 | 54.8673 | 51.7857 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.906 | 2.5508 | 0.645 | 0.8406 | 0.9555 | 0.7287 |
Largest Winning Trade | 417055 | 417055 | 18184 | 1831611 | 1831611 | 416070 |
Largest Losing Trade | -55710 | -55710 | -15979 | -1625068 | -1625068 | -245640 |
Avg Bars in Trades | 92 | 177 | 8 | 92 | 177 | 8 |
Avg Bars in Winners | 98 | 201 | 7 | 98 | 201 | 7 |
Avg Bars in Losers | 84 | 151 | 9 | 84 | 151 | 9 |
Bars Traded | 10425 | 9943 | 482 | 10425 | 9943 | 482 |
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 | 463832 | -166918 | -759532 | -485276 | -661918 | -755547 |
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{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hma", "factors": { "length": 132, "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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