Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2594015.5311 | 4402.4416 | -2598417.9727 | -4912066.6122 | -45618034.8703 | 40705968.2581 |
Total P&L (%) | -2594.0155 | 4.4024 | -2598.418 | -4912.0666 | -45618.0349 | 40705.9683 |
Avg Daily Profit (%) | -1.3976 | 0.0024 | -1.4 | 0 | 0 | 0.3244 |
Buy And Hold Return (%) | 7326.0517 | 7326.0517 | 7326.0517 | 7326.0517 | 7326.0517 | 7326.0517 |
Max Trade Drawdown | -2717212 | -128972 | -2659823 | -77305768 | -55791809 | -34724574 |
Profit Factor | 0.1908 | 1.0151 | 0.1084 | 0.9639 | 0.4108 | 1.6935 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 191 | 93 | 98 | 140 | 67 | 73 |
Losing Trades | 49 | 27 | 22 | 100 | 53 | 47 |
Profitability (%) | 79.5833 | 77.5 | 81.6667 | 58.3333 | 55.8333 | 60.8333 |
Ratio Avg Win / Avg Loss | 0.0489 | 0.2947 | 0.0243 | 0.6885 | 0.3249 | 1.0903 |
Largest Winning Trade | 18852 | 18852 | 15077 | 47303360 | 3235007 | 47303360 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -28585847 | -27976230 | -28585847 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 5 | 6 | 4 | 16 | 13 | 20 |
Avg Bars in Losers | 86 | 71 | 104 | 28 | 30 | 26 |
Bars Traded | 5241 | 2508 | 2733 | 5241 | 2508 | 2733 |
Profit Streak | 21.1282 | 36.1282 | 0 | 0 | 0 | 35.7948 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574857 | -556112 | -576406 | -578164 | -579979 | 440136 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.98153, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.98153, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "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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