Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2023796.3129 | 2000113.4613 | 23682.8516 | 706338.3012 | -1588012.3308 | 2294350.6319 |
Total P&L (%) | 2023.7963 | 2000.1135 | 23.6829 | 706.3383 | -1588.0123 | 2294.3506 |
Avg Daily Profit (%) | 1.1336 | 1.1204 | 0.0133 | 0.117 | 0 | 0.178 |
Buy And Hold Return (%) | 331.3078 | 331.3078 | 331.3078 | 331.3078 | 331.3078 | 331.3078 |
Max Trade Drawdown | -191650 | -233194 | -75010 | -10644831 | -14513568 | -3593768 |
Profit Factor | 3.015 | 4.3221 | 1.0589 | 1.0149 | 0.9449 | 1.124 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 110 | 41 | 69 | 110 | 41 | 69 |
Losing Trades | 240 | 134 | 106 | 240 | 134 | 106 |
Profitability (%) | 31.4286 | 23.4286 | 39.4286 | 31.4286 | 23.4286 | 39.4286 |
Ratio Avg Win / Avg Loss | 6.5782 | 14.126 | 1.6267 | 2.2144 | 3.0881 | 1.7267 |
Largest Winning Trade | 1682351 | 1682351 | 47831 | 8232222 | 8232222 | 3085099 |
Largest Losing Trade | -27634 | -27634 | -17460 | -1728304 | -1728304 | -1526632 |
Avg Bars in Trades | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Winners | 41 | 67 | 25 | 41 | 67 | 25 |
Avg Bars in Losers | 9 | 11 | 6 | 9 | 11 | 6 |
Bars Traded | 6858 | 4365 | 2493 | 6858 | 4365 | 2493 |
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 | 486205 | -16002 | -499031 | -250522 | -614102 | -78722 |
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{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 128, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.92527, "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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