Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11035440.7546 | 24315.9836 | -11059756.7382 | 110052661.9413 | 45008355.8175 | 65044306.1238 |
Total P&L (%) | -11035.4408 | 24.316 | -11059.7567 | 110052.6619 | 45008.3558 | 65044.3061 |
Avg Daily Profit (%) | -5.8982 | 0.013 | -5.9111 | 0.3751 | 0.3272 | 0.3469 |
Buy And Hold Return (%) | 10850.928 | 10850.928 | 10850.928 | 10850.928 | 10850.928 | 10850.928 |
Max Trade Drawdown | -11124365 | -93965 | -11121762 | -60273002 | -15337475 | -60486155 |
Profit Factor | 0.056 | 1.0923 | 0.0321 | 1.4629 | 1.5846 | 1.4046 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 107 | 49 | 58 | 85 | 45 | 40 |
Losing Trades | 76 | 43 | 33 | 98 | 47 | 51 |
Profitability (%) | 58.4699 | 53.2609 | 63.7363 | 46.4481 | 48.913 | 43.956 |
Ratio Avg Win / Avg Loss | 0.0398 | 0.9586 | 0.0183 | 1.6867 | 1.6551 | 1.7909 |
Largest Winning Trade | 31000 | 25214 | 31000 | 117328473 | 29952071 | 117328473 |
Largest Losing Trade | -10613740 | -40316 | -10613740 | -41587458 | -10600870 | -41587458 |
Avg Bars in Trades | 18 | 7 | 30 | 18 | 7 | 30 |
Avg Bars in Winners | 8 | 5 | 12 | 16 | 8 | 26 |
Avg Bars in Losers | 31 | 9 | 61 | 19 | 5 | 33 |
Bars Traded | 3392 | 655 | 2737 | 3392 | 655 | 2737 |
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 | -578443 | -461515 | -579030 | 416861 | 342544 | 280645 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.86026, "nc": 0.5001 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "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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