Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502179.3335 | 1459476.2537 | 42703.0797 | 1382075.0301 | 790080.1352 | 591994.8949 |
Total P&L (%) | 1502.1793 | 1459.4763 | 42.7031 | 1382.075 | 790.0801 | 591.9949 |
Avg Daily Profit (%) | 0.8255 | 0.802 | 0.0235 | 0.1483 | 0.1202 | 0.1064 |
Buy And Hold Return (%) | 595.7784 | 595.7784 | 595.7784 | 595.7784 | 595.7784 | 595.7784 |
Max Trade Drawdown | -170608 | -131723 | -61029 | -6537384 | -5416255 | -2281954 |
Profit Factor | 2.4961 | 2.9645 | 1.1635 | 1.0492 | 1.0376 | 1.084 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 113 | 46 | 67 | 113 | 46 | 67 |
Losing Trades | 150 | 85 | 65 | 150 | 85 | 65 |
Profitability (%) | 42.9658 | 35.1145 | 50.7576 | 42.9658 | 35.1145 | 50.7576 |
Ratio Avg Win / Avg Loss | 3.3134 | 5.478 | 1.1288 | 1.3928 | 1.9173 | 1.0516 |
Largest Winning Trade | 688871 | 688871 | 23392 | 4725845 | 4725845 | 810123 |
Largest Losing Trade | -42930 | -42930 | -18200 | -2044320 | -2044320 | -787432 |
Avg Bars in Trades | 27 | 49 | 5 | 27 | 49 | 5 |
Avg Bars in Winners | 40 | 90 | 6 | 40 | 90 | 6 |
Avg Bars in Losers | 17 | 26 | 5 | 17 | 26 | 5 |
Bars Traded | 7195 | 6429 | 766 | 7195 | 6429 | 766 |
Profit Streak | 0 | 15.5298 | 0 | 0 | 15.5298 | 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 | 479782 | 342887 | -367770 | -166907 | -279917 | -344312 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.37265, "nc": 0.2586 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.37265, "nc": 0.2586 } } }
# | 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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