Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339571.454 | 226937.4555 | 112633.9985 | 78471.1121 | -431013.8799 | 509484.992 |
Total P&L (%) | 339.5715 | 226.9375 | 112.634 | 78.4711 | -431.0139 | 509.485 |
Avg Daily Profit (%) | 0.1776 | 0.1187 | 0.0589 | 0.0303 | 0 | 0.0946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205207 | -158636 | -58767 | -2023092 | -1564126 | -478003 |
Profit Factor | 1.2877 | 1.2978 | 1.2694 | 1.01 | 0.9219 | 1.2181 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 248 | 129 | 119 | 248 | 129 | 119 |
Losing Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Profitability (%) | 70.0565 | 72.8814 | 67.2316 | 70.0565 | 72.8814 | 67.2316 |
Ratio Avg Win / Avg Loss | 0.5504 | 0.4829 | 0.6187 | 0.4317 | 0.343 | 0.5937 |
Largest Winning Trade | 34286 | 25674 | 34286 | 327395 | 195013 | 327395 |
Largest Losing Trade | -70381 | -70381 | -47235 | -816894 | -816894 | -359994 |
Avg Bars in Trades | 63 | 101 | 25 | 63 | 101 | 25 |
Avg Bars in Winners | 25 | 34 | 16 | 25 | 34 | 16 |
Avg Bars in Losers | 153 | 282 | 46 | 153 | 282 | 46 |
Bars Traded | 22631 | 18036 | 4595 | 22631 | 18036 | 4595 |
Profit Streak | 20.9276 | 20.9276 | 53.5109 | 20.9276 | 20.9276 | 53.5109 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422485 | -31755 | -111574 | -357648 | -576385 | -63915 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 80, "scalar": 3 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 80, "scalar": 3 } } }
# | 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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