Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1791259.7364 | 2033.4211 | -1793293.1576 | 543549.074 | -15072490.6366 | 15616039.7107 |
Total P&L (%) | -1791.2597 | 2.0334 | -1793.2932 | 543.5491 | -15072.4906 | 15616.0397 |
Avg Daily Profit (%) | -0.792 | 0.0009 | -0.7929 | 0.0824 | 0 | 0.2239 |
Buy And Hold Return (%) | 309.7546 | 309.7546 | 309.7546 | 309.7546 | 309.7546 | 309.7546 |
Max Trade Drawdown | -1832469 | -113588 | -1843647 | -28349762 | -23440750 | -14850860 |
Profit Factor | 0.2671 | 1.0065 | 0.1594 | 1.0082 | 0.6323 | 1.6104 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 124 | 58 | 66 | 112 | 51 | 61 |
Losing Trades | 39 | 23 | 16 | 51 | 30 | 21 |
Profitability (%) | 76.0736 | 71.6049 | 80.4878 | 68.7117 | 62.963 | 74.3902 |
Ratio Avg Win / Avg Loss | 0.084 | 0.3991 | 0.0386 | 0.4591 | 0.3719 | 0.5544 |
Largest Winning Trade | 21175 | 12712 | 21175 | 10411022 | 2237811 | 10411022 |
Largest Losing Trade | -1391234 | -58634 | -1391234 | -15688462 | -15688462 | -7459188 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 16 | 19 | 13 | 20 | 21 | 20 |
Avg Bars in Losers | 157 | 153 | 164 | 115 | 119 | 109 |
Bars Traded | 8198 | 4669 | 3529 | 8198 | 4669 | 3529 |
Profit Streak | 20.3696 | 20.3696 | 68.1196 | 20.3696 | 20.3696 | 68.1196 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575074 | -580704 | -579436 | -299575 | -590223 | 326850 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36925, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 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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