Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380941.6016 | 1413318.7878 | -32377.1862 | 366209.1202 | 1094143.2213 | -727934.1011 |
Total P&L (%) | 1380.9416 | 1413.3188 | -32.3772 | 366.2091 | 1094.1432 | -727.9341 |
Avg Daily Profit (%) | 0.7606 | 0.7785 | -0.0178 | 0.0848 | 0.1367 | 0 |
Buy And Hold Return (%) | 606.2701 | 606.2701 | 606.2701 | 606.2701 | 606.2701 | 606.2701 |
Max Trade Drawdown | -151426 | -125636 | -63806 | -1854700 | -1369947 | -867228 |
Profit Factor | 2.8534 | 4.0651 | 0.886 | 1.0563 | 1.2828 | 0.7236 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 36.5517 | 27.7778 | 45.2055 | 36.5517 | 27.7778 | 45.2055 |
Ratio Avg Win / Avg Loss | 4.9531 | 10.5691 | 1.0739 | 1.8336 | 3.3353 | 0.877 |
Largest Winning Trade | 783136 | 783136 | 71726 | 1575337 | 1575337 | 613266 |
Largest Losing Trade | -22899 | -20329 | -22899 | -441010 | -441010 | -301990 |
Avg Bars in Trades | 23 | 34 | 13 | 23 | 34 | 13 |
Avg Bars in Winners | 42 | 77 | 20 | 42 | 77 | 20 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 3478 | 2499 | 979 | 3478 | 2499 | 979 |
Profit Streak | 0 | 88.529 | 0 | 0 | 88.529 | 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 | 312161 | -81061 | -652656 | -407505 | -113700 | -654322 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.41427, "nc": 0.1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.41427, "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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