Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -652881.2738 | 13408.3455 | -666289.6193 | 11140870.5789 | 3063597.0011 | 8077273.5777 |
Total P&L (%) | -652.8813 | 13.4083 | -666.2896 | 11140.8706 | 3063.597 | 8077.2736 |
Avg Daily Profit (%) | -0.3586 | 0.0074 | -0.366 | 0.2597 | 0.1899 | 0.2422 |
Buy And Hold Return (%) | 711.8111 | 711.8111 | 711.8111 | 711.8111 | 711.8111 | 711.8111 |
Max Trade Drawdown | -938071 | -85065 | -868234 | -4425662 | -1459219 | -4776093 |
Profit Factor | 0.5038 | 1.0556 | 0.38 | 1.587 | 1.3646 | 1.7638 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 163 | 70 | 93 | 127 | 63 | 64 |
Losing Trades | 66 | 45 | 21 | 102 | 52 | 50 |
Profitability (%) | 71.179 | 60.8696 | 81.5789 | 55.4585 | 54.7826 | 56.1404 |
Ratio Avg Win / Avg Loss | 0.204 | 0.6786 | 0.0858 | 1.2746 | 1.1264 | 1.3779 |
Largest Winning Trade | 32637 | 30029 | 32637 | 7292278 | 1924558 | 7292278 |
Largest Losing Trade | -647632 | -63141 | -647632 | -3710746 | -921221 | -3710746 |
Avg Bars in Trades | 26 | 9 | 42 | 26 | 9 | 42 |
Avg Bars in Winners | 13 | 4 | 19 | 24 | 11 | 37 |
Avg Bars in Losers | 58 | 18 | 142 | 27 | 7 | 48 |
Bars Traded | 5982 | 1140 | 4842 | 5982 | 1140 | 4842 |
Profit Streak | 0 | 0 | 169.6205 | 0 | 0 | 169.6205 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576556 | -508356 | -575269 | 452520 | 256594 | 454174 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63848, "nb": 0.49788, "nc": 0.78863 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "offset": 0, "scalar": 5 } } }
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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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