Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -488642.6193 | 80464.9884 | -569107.6077 | 5089019.5291 | 631656.5368 | 4457362.9924 |
Total P&L (%) | -488.6426 | 80.465 | -569.1076 | 5089.0195 | 631.6565 | 4457.363 |
Avg Daily Profit (%) | -0.2558 | 0.0421 | -0.2979 | 0.2069 | 0.1042 | 0.2001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -684820 | -90441 | -698027 | -3282651 | -1774339 | -3556587 |
Profit Factor | 0.6727 | 1.2147 | 0.4912 | 1.386 | 1.0963 | 1.6728 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 192 | 87 | 105 | 116 | 62 | 54 |
Losing Trades | 94 | 56 | 38 | 170 | 81 | 89 |
Profitability (%) | 67.1329 | 60.8392 | 73.4266 | 40.5594 | 43.3566 | 37.7622 |
Ratio Avg Win / Avg Loss | 0.3294 | 0.7819 | 0.1778 | 2.0312 | 1.4323 | 2.757 |
Largest Winning Trade | 46805 | 46805 | 27350 | 3794216 | 654558 | 3794216 |
Largest Losing Trade | -643466 | -27315 | -643466 | -669289 | -669289 | -337403 |
Avg Bars in Trades | 25 | 20 | 31 | 25 | 20 | 31 |
Avg Bars in Winners | 14 | 9 | 18 | 33 | 27 | 40 |
Avg Bars in Losers | 49 | 37 | 66 | 20 | 15 | 25 |
Bars Traded | 7380 | 2937 | 4443 | 7380 | 2937 | 4443 |
Profit Streak | 8.184 | 11.434 | 8.184 | 8.184 | 11.434 | 8.184 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575654 | -136613 | -577243 | 325742 | -169866 | 250068 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.86597, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } } }
# | 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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