Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846363.4046 | 1892766.5037 | -46403.0991 | 168089.52 | 1137277.0616 | -969187.5415 |
Total P&L (%) | 1846.3634 | 1892.7665 | -46.4031 | 168.0895 | 1137.2771 | -969.1875 |
Avg Daily Profit (%) | 1.0343 | 1.0603 | -0.026 | 0.0553 | 0.141 | 0 |
Buy And Hold Return (%) | 527.095 | 527.095 | 527.095 | 527.095 | 527.095 | 527.095 |
Max Trade Drawdown | -218183 | -232470 | -82420 | -6418397 | -6519101 | -1525435 |
Profit Factor | 2.8354 | 3.7346 | 0.8521 | 1.0101 | 1.0964 | 0.802 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 32.6923 | 28.8462 | 36.5385 | 32.6923 | 28.8462 | 36.5385 |
Ratio Avg Win / Avg Loss | 5.8375 | 9.212 | 1.48 | 2.0796 | 2.7044 | 1.393 |
Largest Winning Trade | 1680043 | 1680043 | 23878 | 5397731 | 5397731 | 868048 |
Largest Losing Trade | -43909 | -43909 | -27328 | -1135688 | -1135688 | -524718 |
Avg Bars in Trades | 50 | 88 | 12 | 50 | 88 | 12 |
Avg Bars in Winners | 91 | 181 | 20 | 91 | 181 | 20 |
Avg Bars in Losers | 30 | 51 | 7 | 30 | 51 | 7 |
Bars Traded | 10558 | 9252 | 1306 | 10558 | 9252 | 1306 |
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 | 377122 | 163175 | -584345 | -498891 | -136749 | -584345 |
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{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.19012, "nc": 0.1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.19012, "nc": 0.1 } } }
# | 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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