Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -617693.5505 | 50347.4807 | -668041.0311 | 3022643.7557 | 1734830.2954 | 1287813.4603 |
Total P&L (%) | -617.6936 | 50.3475 | -668.041 | 3022.6438 | 1734.8303 | 1287.8135 |
Avg Daily Profit (%) | -0.3404 | 0.0277 | -0.3682 | 0.1898 | 0.1605 | 0.1451 |
Buy And Hold Return (%) | 617.3765 | 617.3765 | 617.3765 | 617.3765 | 617.3765 | 617.3765 |
Max Trade Drawdown | -874753 | -113177 | -821084 | -2542408 | -1043754 | -1498653 |
Profit Factor | 0.5651 | 1.1846 | 0.4179 | 1.4418 | 1.7103 | 1.2927 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 84 | 39 | 45 | 74 | 42 | 32 |
Losing Trades | 51 | 29 | 22 | 61 | 26 | 35 |
Profitability (%) | 62.2222 | 57.3529 | 67.1642 | 54.8148 | 61.7647 | 47.7612 |
Ratio Avg Win / Avg Loss | 0.3431 | 0.8808 | 0.2043 | 1.1885 | 1.0588 | 1.4139 |
Largest Winning Trade | 29218 | 22378 | 29218 | 697699 | 627009 | 697699 |
Largest Losing Trade | -449418 | -61121 | -449418 | -1071409 | -906589 | -1071409 |
Avg Bars in Trades | 22 | 10 | 35 | 22 | 10 | 35 |
Avg Bars in Winners | 15 | 9 | 21 | 21 | 11 | 35 |
Avg Bars in Losers | 34 | 12 | 63 | 23 | 9 | 34 |
Bars Traded | 3066 | 711 | 2355 | 3066 | 711 | 2355 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578558 | -448701 | -695233 | 314460 | -100827 | -123073 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07658, "nb": 0.58274, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07658, "nb": 0.58274, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 5 } } }
# | 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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