Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -746974.3107 | -4970.9856 | -742003.3251 | 4361220.8197 | 1671109.0623 | 2690111.7573 |
Total P&L (%) | -746.9743 | -4.971 | -742.0033 | 4361.2208 | 1671.1091 | 2690.1118 |
Avg Daily Profit (%) | -0.4045 | -0.0027 | -0.4018 | 0.2059 | 0.1558 | 0.1804 |
Buy And Hold Return (%) | 531.2477 | 531.2477 | 531.2477 | 531.2477 | 531.2477 | 531.2477 |
Max Trade Drawdown | -910402 | -83897 | -860968 | -3060673 | -551843 | -2706899 |
Profit Factor | 0.4082 | 0.9729 | 0.312 | 1.4949 | 1.6805 | 1.4233 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 125 | 54 | 71 | 73 | 37 | 36 |
Losing Trades | 33 | 25 | 8 | 85 | 42 | 43 |
Profitability (%) | 79.1139 | 68.3544 | 89.8734 | 46.2025 | 46.8354 | 45.5696 |
Ratio Avg Win / Avg Loss | 0.1078 | 0.4504 | 0.0352 | 1.7407 | 1.9075 | 1.7 |
Largest Winning Trade | 27118 | 16289 | 27118 | 3643315 | 728843 | 3643315 |
Largest Losing Trade | -647632 | -66406 | -647632 | -2706899 | -398724 | -2706899 |
Avg Bars in Trades | 40 | 11 | 69 | 40 | 11 | 69 |
Avg Bars in Winners | 18 | 4 | 29 | 42 | 16 | 69 |
Avg Bars in Losers | 123 | 28 | 420 | 39 | 8 | 69 |
Bars Traded | 6406 | 936 | 5469 | 6406 | 936 | 5469 |
Profit Streak | 0 | 188.0195 | 0 | 0 | 188.0195 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575898 | -603443 | -602609 | 353718 | -18691 | -20153 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.59973, "nb": 0.52498, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.59973, "nb": 0.52498, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } } }
# | 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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