Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201366.0034 | 128363.7927 | 73002.2107 | 368155.8753 | 255260.3598 | 112895.5155 |
Total P&L (%) | 201.366 | 128.3638 | 73.0022 | 368.1559 | 255.2604 | 112.8955 |
Avg Daily Profit (%) | 0.7732 | 0.4929 | 0.2803 | 0.5945 | 0.488 | 0.2906 |
Buy And Hold Return (%) | 11.588 | 11.588 | 11.588 | 11.588 | 11.588 | 11.588 |
Max Trade Drawdown | -48939 | -41475 | -37844 | -272489 | -138311 | -197949 |
Profit Factor | 1.5026 | 1.5544 | 1.4317 | 1.2427 | 1.318 | 1.158 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 56 | 56 | 56 | 56 | 56 | 56 |
Ratio Avg Win / Avg Loss | 1.1806 | 1.2213 | 1.1249 | 0.9764 | 1.0356 | 0.9099 |
Largest Winning Trade | 53013 | 53013 | 9511 | 83408 | 83408 | 41066 |
Largest Losing Trade | -18115 | -18115 | -15682 | -92118 | -67390 | -92118 |
Avg Bars in Trades | 98 | 98 | 98 | 98 | 98 | 98 |
Avg Bars in Winners | 98 | 98 | 98 | 98 | 98 | 98 |
Avg Bars in Losers | 98 | 98 | 98 | 98 | 98 | 98 |
Bars Traded | 24611 | 12307 | 12304 | 24611 | 12307 | 12304 |
Profit Streak | 1.9703 | 2.9911 | 0 | 1.9703 | 2.9911 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447550 | 351601 | 284011 | 275375 | 298073 | -40790 |
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.01257, "nb": 0.01654, "nc": 0.2145 } } }
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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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