Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1645735.5104 | 1580644.3766 | 65091.1338 | 2417955.9657 | 1677418.0379 | 740537.9278 |
Total P&L (%) | 1645.7355 | 1580.6444 | 65.0911 | 2417.956 | 1677.418 | 740.5379 |
Avg Daily Profit (%) | 0.9009 | 0.8653 | 0.0356 | 0.1768 | 0.1577 | 0.1166 |
Buy And Hold Return (%) | 615.5056 | 615.5056 | 615.5056 | 615.5056 | 615.5056 | 615.5056 |
Max Trade Drawdown | -107536 | -130211 | -23815 | -3307732 | -2896259 | -705562 |
Profit Factor | 3.1904 | 4.1817 | 1.2557 | 1.1444 | 1.1491 | 1.1349 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 65 | 23 | 42 | 65 | 23 | 42 |
Losing Trades | 124 | 71 | 53 | 124 | 71 | 53 |
Profitability (%) | 34.3915 | 24.4681 | 44.2105 | 34.3915 | 24.4681 | 44.2105 |
Ratio Avg Win / Avg Loss | 6.0862 | 12.9087 | 1.5846 | 2.1832 | 3.5473 | 1.4321 |
Largest Winning Trade | 767999 | 767999 | 49797 | 2900163 | 2900163 | 895579 |
Largest Losing Trade | -18259 | -18259 | -16840 | -526053 | -526053 | -448449 |
Avg Bars in Trades | 55 | 82 | 27 | 55 | 82 | 27 |
Avg Bars in Winners | 109 | 231 | 42 | 109 | 231 | 42 |
Avg Bars in Losers | 26 | 34 | 15 | 26 | 34 | 15 |
Bars Traded | 10434 | 7800 | 2633 | 10434 | 7800 | 2633 |
Profit Streak | 0 | 96.1642 | 0 | 0 | 96.1642 | 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 | 391305 | -14980 | -312422 | -60055 | -82965 | -213940 |
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{ "first_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "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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