Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422528.2259 | 408146.4455 | 14381.7804 | -37809.3482 | 435474.8925 | -473284.2406 |
Total P&L (%) | 422.5282 | 408.1464 | 14.3818 | -37.8093 | 435.4749 | -473.2842 |
Avg Daily Profit (%) | 0.2181 | 0.2107 | 0.0074 | -0.0245 | 0.0867 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149639 | -95577 | -97031 | -591360 | -290581 | -541250 |
Profit Factor | 1.3919 | 1.8189 | 1.0248 | 0.9834 | 1.4994 | 0.6639 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 50.3311 | 44.7368 | 56 | 50.3311 | 44.7368 | 56 |
Ratio Avg Win / Avg Loss | 1.3736 | 2.2468 | 0.8052 | 0.9705 | 1.8522 | 0.5216 |
Largest Winning Trade | 215229 | 215229 | 48673 | 437083 | 437083 | 85515 |
Largest Losing Trade | -69180 | -39554 | -69180 | -442869 | -134537 | -442869 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 7533 | 3793 | 3740 | 7533 | 3793 | 3740 |
Profit Streak | 0 | 0 | 65.0457 | 0 | 0 | 65.0457 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333217 | -40341 | -462192 | -579943 | -126343 | -635708 |
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{ "first_band": { "type": "kcu", "factors": { "length": 188, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02365, "nb": 0.1, "nc": 0.1 } } }
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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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