Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490849.6529 | 1426197.3914 | 64652.2615 | 2598286.4283 | 2105576.6562 | 492709.7721 |
Total P&L (%) | 1490.8497 | 1426.1974 | 64.6523 | 2598.2864 | 2105.5767 | 492.7098 |
Avg Daily Profit (%) | 0.8222 | 0.7865 | 0.0357 | 0.1819 | 0.1707 | 0.0982 |
Buy And Hold Return (%) | 631.1427 | 631.1427 | 631.1427 | 631.1427 | 631.1427 | 631.1427 |
Max Trade Drawdown | -124354 | -96228 | -77821 | -4724380 | -4344954 | -1671889 |
Profit Factor | 2.0884 | 2.8245 | 1.1099 | 1.0941 | 1.1342 | 1.0413 |
Total Trades | 756 | 378 | 378 | 756 | 378 | 378 |
Winning Trades | 260 | 108 | 152 | 260 | 108 | 152 |
Losing Trades | 496 | 270 | 226 | 496 | 270 | 226 |
Profitability (%) | 34.3915 | 28.5714 | 40.2116 | 34.3915 | 28.5714 | 40.2116 |
Ratio Avg Win / Avg Loss | 3.9841 | 7.0612 | 1.6503 | 2.0872 | 2.8354 | 1.5483 |
Largest Winning Trade | 932547 | 932547 | 51941 | 3410982 | 3410982 | 895584 |
Largest Losing Trade | -19852 | -19852 | -13756 | -681153 | -681153 | -624635 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 63 | 95 | 40 | 63 | 95 | 40 |
Avg Bars in Losers | 10 | 11 | 7 | 10 | 11 | 7 |
Bars Traded | 21469 | 13519 | 7950 | 21469 | 13519 | 7950 |
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 | 390174 | 22713 | -411631 | -111983 | -79526 | -403714 |
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.8732, "nc": 0.1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.8732, "nc": 0.1 } } }
# | 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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