Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -247230.588 | 148528.5832 | -395759.1712 | 10180653.5347 | -2186510.1307 | 12367163.6653 |
Total P&L (%) | -247.2306 | 148.5286 | -395.7592 | 10180.6535 | -2186.5101 | 12367.1637 |
Avg Daily Profit (%) | -0.1315 | 0.079 | -0.2105 | 0.2468 | 0 | 0.257 |
Buy And Hold Return (%) | 303.3133 | 303.3133 | 303.3133 | 303.3133 | 303.3133 | 303.3133 |
Max Trade Drawdown | -315216 | -26973 | -304876 | -15028922 | -5783578 | -11247327 |
Profit Factor | 0.7125 | 2.3459 | 0.4719 | 1.3068 | 0.8561 | 1.6875 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 88 | 39 | 49 | 54 | 31 | 23 |
Losing Trades | 30 | 20 | 10 | 64 | 28 | 36 |
Profitability (%) | 74.5763 | 66.1017 | 83.0508 | 45.7627 | 52.5424 | 38.9831 |
Ratio Avg Win / Avg Loss | 0.2429 | 1.203 | 0.0963 | 1.5488 | 0.7732 | 2.6413 |
Largest Winning Trade | 47743 | 47743 | 29510 | 14350253 | 1360773 | 14350253 |
Largest Losing Trade | -349205 | -18916 | -349205 | -11247327 | -3781595 | -11247327 |
Avg Bars in Trades | 61 | 15 | 106 | 61 | 15 | 106 |
Avg Bars in Winners | 20 | 7 | 30 | 62 | 14 | 126 |
Avg Bars in Losers | 181 | 32 | 478 | 60 | 18 | 93 |
Bars Traded | 7210 | 940 | 6270 | 7210 | 940 | 6270 |
Profit Streak | 38.9291 | 222.4291 | 38.9291 | 38.9291 | 222.4291 | 38.9291 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575464 | -422832 | -752284 | 355559 | -755494 | -168531 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.62596, "nc": 0.06609 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 85, "scalar": 5 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.62596, "nc": 0.06609 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 85, "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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