Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -746681.1587 | 134798.6032 | -881479.7619 | 215780.5891 | -21125718.9094 | 21341499.4986 |
Total P&L (%) | -746.6812 | 134.7986 | -881.4798 | 215.7806 | -21125.7189 | 21341.4995 |
Avg Daily Profit (%) | -0.3311 | 0.0598 | -0.3909 | 0.051 | 0 | 0.2383 |
Buy And Hold Return (%) | 356.7982 | 356.7982 | 356.7982 | 356.7982 | 356.7982 | 356.7982 |
Max Trade Drawdown | -863384 | -127712 | -971964 | -24544234 | -22050032 | -15342048 |
Profit Factor | 0.5823 | 1.3296 | 0.3607 | 1.0025 | 0.5914 | 1.6233 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 277 | 140 | 137 | 233 | 114 | 119 |
Losing Trades | 94 | 45 | 49 | 138 | 71 | 67 |
Profitability (%) | 74.6631 | 75.6757 | 73.6559 | 62.8032 | 61.6216 | 63.9785 |
Ratio Avg Win / Avg Loss | 0.1976 | 0.4274 | 0.129 | 0.5938 | 0.3683 | 0.9139 |
Largest Winning Trade | 47926 | 47926 | 19186 | 17433194 | 1795461 | 17433194 |
Largest Losing Trade | -539068 | -57261 | -539068 | -13747716 | -13747716 | -10486032 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 6 | 7 | 5 | 8 | 8 | 8 |
Avg Bars in Losers | 68 | 81 | 56 | 44 | 52 | 37 |
Bars Traded | 8215 | 4679 | 3536 | 8215 | 4679 | 3536 |
Profit Streak | 10.3021 | 0 | 13.8021 | 10.3021 | 0 | 13.8021 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574707 | -276271 | -576416 | -505482 | -578580 | 423632 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63778, "nb": 0.88742, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 221, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63778, "nb": 0.88742, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 221, "offset": 0, "scalar": 4 } } }
# | 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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