Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538804.9113 | 555971.0392 | -17166.1278 | 55544.5079 | 54916.429 | 628.0789 |
Total P&L (%) | 538.8049 | 555.971 | -17.1661 | 55.5445 | 54.9164 | 0.6281 |
Avg Daily Profit (%) | 0.3816 | 0.3938 | -0.0122 | 0.0313 | 0.031 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206744 | -186069 | -56230 | -348125 | -336463 | -76289 |
Profit Factor | 1.7899 | 2.0784 | 0.897 | 1.0515 | 1.0642 | 1.0028 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 37.7483 | 30.6667 | 44.7368 | 37.7483 | 30.6667 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.9518 | 4.6991 | 1.108 | 1.7341 | 2.406 | 1.2388 |
Largest Winning Trade | 373134 | 373134 | 13978 | 255835 | 255835 | 33805 |
Largest Losing Trade | -32316 | -32316 | -20020 | -72914 | -72914 | -33117 |
Avg Bars in Trades | 53 | 103 | 4 | 53 | 103 | 4 |
Avg Bars in Winners | 86 | 206 | 5 | 86 | 206 | 5 |
Avg Bars in Losers | 33 | 58 | 3 | 33 | 58 | 3 |
Bars Traded | 8107 | 7782 | 324 | 8107 | 7782 | 324 |
Profit Streak | 466.647 | 0 | 626.647 | 466.647 | 0 | 626.647 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345470 | -50830 | -628956 | -318152 | -365759 | -625255 |
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.22723, "nb": 0.55358, "nc": 0.31627 } } }
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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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