Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2785747.8491 | 13088.8374 | -2798836.6866 | -1742530.4647 | -25666369.8901 | 23923839.4254 |
Total P&L (%) | -2785.7478 | 13.0888 | -2798.8367 | -1742.5305 | -25666.3699 | 23923.8394 |
Avg Daily Profit (%) | -1.4913 | 0.007 | -1.4983 | 0 | 0 | 0.2939 |
Buy And Hold Return (%) | 6723.4678 | 6723.4678 | 6723.4678 | 6723.4678 | 6723.4678 | 6723.4678 |
Max Trade Drawdown | -2893317 | -145531 | -2877306 | -34812042 | -25940430 | -15900096 |
Profit Factor | 0.2645 | 1.028 | 0.1569 | 0.9819 | 0.4829 | 1.5106 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 397 | 184 | 213 | 280 | 144 | 136 |
Losing Trades | 162 | 96 | 66 | 279 | 136 | 143 |
Profitability (%) | 71.0197 | 65.7143 | 76.3441 | 50.0894 | 51.4286 | 48.7455 |
Ratio Avg Win / Avg Loss | 0.1079 | 0.5363 | 0.0486 | 0.9784 | 0.456 | 1.5883 |
Largest Winning Trade | 19279 | 18852 | 19279 | 41290406 | 1204595 | 41290406 |
Largest Losing Trade | -2159728 | -60726 | -2159728 | -15895486 | -14297541 | -15895486 |
Avg Bars in Trades | 19 | 11 | 26 | 19 | 11 | 26 |
Avg Bars in Winners | 6 | 4 | 7 | 16 | 7 | 25 |
Avg Bars in Losers | 51 | 26 | 87 | 21 | 15 | 27 |
Bars Traded | 10712 | 3312 | 7400 | 10712 | 3312 | 7400 |
Profit Streak | 49.5713 | 49.5713 | 51.238 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573369 | -536437 | -575192 | -577567 | -579405 | 338432 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83627, "nb": 0.41182, "nc": 0.92782 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 2 } } }
# | 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) |
---|