Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475819.2099 | 286616.7088 | 189202.5011 | 1262424.4756 | 979450.7005 | 282973.7751 |
Total P&L (%) | 475.8192 | 286.6167 | 189.2025 | 1262.4245 | 979.4507 | 282.9738 |
Avg Daily Profit (%) | 0.2822 | 0.17 | 0.1122 | 0.155 | 0.1412 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64676 | -119052 | -49105 | -1009523 | -374736 | -882344 |
Profit Factor | 1.557 | 1.6715 | 1.4427 | 1.3571 | 1.6005 | 1.1486 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 39.7683 | 37.6923 | 41.8605 | 39.7683 | 37.6923 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.3582 | 2.7632 | 2.0037 | 2.0553 | 2.6458 | 1.5952 |
Largest Winning Trade | 86957 | 86957 | 48032 | 657692 | 657692 | 426345 |
Largest Losing Trade | -23688 | -23688 | -21717 | -200405 | -173629 | -200405 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 6663 | 3210 | 3453 | 6663 | 3210 | 3453 |
Profit Streak | 14.1117 | 37.3617 | 0 | 14.1117 | 37.3617 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336188 | 244890 | -44212 | 268060 | -4815 | -145665 |
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{ "first_band": { "type": "kcb", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.14848, "nc": 0.02308 } } }
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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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