Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389940.3118 | 1364520.6909 | 25419.621 | 1135255.4891 | 1874185.2413 | -738929.7523 |
Total P&L (%) | 1389.9403 | 1364.5207 | 25.4196 | 1135.2555 | 1874.1852 | -738.9298 |
Avg Daily Profit (%) | 0.7613 | 0.7474 | 0.0139 | 0.1378 | 0.1635 | 0 |
Buy And Hold Return (%) | 631.5166 | 631.5166 | 631.5166 | 631.5166 | 631.5166 | 631.5166 |
Max Trade Drawdown | -120611 | -85190 | -71699 | -2800069 | -1958697 | -1499965 |
Profit Factor | 2.026 | 2.816 | 1.0421 | 1.0655 | 1.1973 | 0.9057 |
Total Trades | 535 | 267 | 268 | 535 | 267 | 268 |
Winning Trades | 198 | 88 | 110 | 198 | 88 | 110 |
Losing Trades | 337 | 179 | 158 | 337 | 179 | 158 |
Profitability (%) | 37.0093 | 32.9588 | 41.0448 | 37.0093 | 32.9588 | 41.0448 |
Ratio Avg Win / Avg Loss | 3.4483 | 5.7281 | 1.4969 | 1.8135 | 2.4353 | 1.3009 |
Largest Winning Trade | 890898 | 890898 | 52877 | 3093775 | 3093775 | 553809 |
Largest Losing Trade | -32124 | -32124 | -18387 | -379938 | -379938 | -265819 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 76 | 88 | 67 | 76 | 88 | 67 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 21481 | 11333 | 10148 | 21481 | 11333 | 10148 |
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 | 319689 | 233569 | -516838 | -166544 | -3641 | -581747 |
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.14292, "nc": 0.1956 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.14292, "nc": 0.1956 } } }
# | 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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