Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568218.7491 | 1519735.0068 | 48483.7423 | 1872416.2534 | 2245132.0417 | -372715.7883 |
Total P&L (%) | 1568.2187 | 1519.735 | 48.4837 | 1872.4163 | 2245.132 | -372.7158 |
Avg Daily Profit (%) | 0.8626 | 0.8359 | 0.0267 | 0.1642 | 0.1737 | 0 |
Buy And Hold Return (%) | 668.8365 | 668.8365 | 668.8365 | 668.8365 | 668.8365 | 668.8365 |
Max Trade Drawdown | -127048 | -95274 | -37991 | -5789132 | -4043149 | -1745982 |
Profit Factor | 3.2349 | 4.2496 | 1.2072 | 1.1207 | 1.211 | 0.9235 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 62 | 22 | 40 | 62 | 22 | 40 |
Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
Profitability (%) | 31.4721 | 22.449 | 40.404 | 31.4721 | 22.449 | 40.404 |
Ratio Avg Win / Avg Loss | 7.0438 | 14.6805 | 1.7806 | 2.4402 | 4.1834 | 1.3622 |
Largest Winning Trade | 762803 | 762803 | 53730 | 3619526 | 3619526 | 542879 |
Largest Losing Trade | -21599 | -21599 | -14243 | -642746 | -642746 | -405661 |
Avg Bars in Trades | 35 | 53 | 16 | 35 | 53 | 16 |
Avg Bars in Winners | 77 | 164 | 30 | 77 | 164 | 30 |
Avg Bars in Losers | 15 | 21 | 7 | 15 | 21 | 7 |
Bars Traded | 6934 | 5288 | 1646 | 6934 | 5288 | 1646 |
Profit Streak | 74.1226 | 74.3726 | 74.1226 | 74.1226 | 74.3726 | 74.1226 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345766 | -25425 | -325583 | -87426 | -35123 | -582297 |
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{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.43665, "nb": 0.1, "nc": 0.34329 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.43665, "nb": 0.1, "nc": 0.34329 } } }
# | 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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