Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1527291.1986 | 1495965.8523 | 31325.3462 | 1572630.0373 | 3219693.3245 | -1647063.2873 |
Total P&L (%) | 1527.2912 | 1495.9659 | 31.3253 | 1572.63 | 3219.6933 | -1647.0633 |
Avg Daily Profit (%) | 0.8418 | 0.8245 | 0.0173 | 0.1554 | 0.1932 | 0 |
Buy And Hold Return (%) | 622.0109 | 622.0109 | 622.0109 | 622.0109 | 622.0109 | 622.0109 |
Max Trade Drawdown | -148726 | -101438 | -57014 | -6659070 | -4370582 | -2573968 |
Profit Factor | 3.392 | 4.7309 | 1.1319 | 1.0903 | 1.2974 | 0.7497 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 31.3609 | 23.8095 | 38.8235 | 31.3609 | 23.8095 | 38.8235 |
Ratio Avg Win / Avg Loss | 7.424 | 15.1388 | 1.7836 | 2.3864 | 4.1516 | 1.1813 |
Largest Winning Trade | 749788 | 749788 | 62528 | 4611601 | 4611601 | 734586 |
Largest Losing Trade | -20760 | -18922 | -20760 | -1182524 | -652913 | -1182524 |
Avg Bars in Trades | 61 | 91 | 32 | 61 | 91 | 32 |
Avg Bars in Winners | 132 | 253 | 59 | 132 | 253 | 59 |
Avg Bars in Losers | 28 | 40 | 14 | 28 | 40 | 14 |
Bars Traded | 10398 | 7677 | 2720 | 10398 | 7677 | 2720 |
Profit Streak | 0 | 70.7551 | 0 | 0 | 70.7551 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341016 | -18236 | -414585 | -122273 | -26890 | -583784 |
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{ "first_band": { "type": "kcl", "factors": { "length": 231, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.12547 } } }
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# | 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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