Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547475.2299 | 418887.1182 | 128588.1117 | 1063007.493 | 1255308.2067 | -192300.7137 |
Total P&L (%) | 547.4752 | 418.8871 | 128.5881 | 1063.0075 | 1255.3082 | -192.3007 |
Avg Daily Profit (%) | 0.3715 | 0.2842 | 0.0873 | 0.1666 | 0.177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99403 | -36066 | -115265 | -1537946 | -559969 | -1896441 |
Profit Factor | 2.7835 | 5.2972 | 1.6138 | 1.2475 | 1.9643 | 0.9358 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 34.9206 | 43.75 | 25.8065 | 34.9206 | 43.75 | 25.8065 |
Ratio Avg Win / Avg Loss | 5.1875 | 6.8107 | 4.6398 | 2.3249 | 2.5256 | 2.6903 |
Largest Winning Trade | 324328 | 324328 | 90423 | 875045 | 875045 | 808256 |
Largest Losing Trade | -26826 | -14289 | -26826 | -362763 | -224154 | -362763 |
Avg Bars in Trades | 64 | 16 | 113 | 64 | 16 | 113 |
Avg Bars in Winners | 164 | 25 | 406 | 164 | 25 | 406 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4035 | 521 | 3514 | 4035 | 521 | 3514 |
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 | -142325 | 510080 | -99709 | -148515 | 337959 | -604300 |
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{ "first_band": { "type": "kcu", "factors": { "length": 171, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1786, "nb": 0.57446, "nc": 0.1 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 171, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1786, "nb": 0.57446, "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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