Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750439.0153 | 1707472.2604 | 42966.7549 | 403585.3208 | 134379.742 | 269205.5788 |
Total P&L (%) | 1750.439 | 1707.4723 | 42.9668 | 403.5853 | 134.3797 | 269.2056 |
Avg Daily Profit (%) | 0.7369 | 0.7188 | 0.0181 | 0.0681 | 0.0359 | 0.055 |
Buy And Hold Return (%) | 491.195 | 491.195 | 491.195 | 491.195 | 491.195 | 491.195 |
Max Trade Drawdown | -185396 | -51229 | -174444 | -251496 | -142434 | -176342 |
Profit Factor | 4.5486 | 9.6223 | 1.1455 | 1.4116 | 1.2884 | 1.5231 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 58.3333 | 52.0833 | 64.5833 | 58.3333 | 52.0833 | 64.5833 |
Ratio Avg Win / Avg Loss | 3.249 | 8.8525 | 0.6282 | 1.0083 | 1.1853 | 0.8353 |
Largest Winning Trade | 1610236 | 1610236 | 41598 | 160556 | 160556 | 149325 |
Largest Losing Trade | -89234 | -42648 | -89234 | -176342 | -120011 | -176342 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 4506 | 2206 | 2300 | 4506 | 2206 | 2300 |
Profit Streak | 33.2395 | 52.7395 | 33.2395 | 33.2395 | 52.7395 | 33.2395 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713209 | 707660 | -394060 | -264720 | -309409 | -282948 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 202, "na": 0.2, "nb": 0.41245, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 202, "na": 0.2, "nb": 0.41245, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 162, "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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