Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611679.2978 | 1602301.0293 | 9378.2685 | 382429.0791 | 2116396.8249 | -1733967.7458 |
Total P&L (%) | 1611.6793 | 1602.301 | 9.3783 | 382.4291 | 2116.3968 | -1733.9677 |
Avg Daily Profit (%) | 0.7455 | 0.7412 | 0.0043 | 0.0728 | 0.1434 | 0 |
Buy And Hold Return (%) | 174.8858 | 174.8858 | 174.8858 | 174.8858 | 174.8858 | 174.8858 |
Max Trade Drawdown | -310515 | -209712 | -108162 | -11515091 | -7513525 | -4001566 |
Profit Factor | 2.6785 | 3.3529 | 1.0336 | 1.0188 | 1.1522 | 0.7296 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 34.4828 | 29.8851 | 39.0805 | 34.4828 | 29.8851 | 39.0805 |
Ratio Avg Win / Avg Loss | 5.0892 | 7.8664 | 1.6112 | 1.9358 | 2.7032 | 1.1373 |
Largest Winning Trade | 1088110 | 1088110 | 31983 | 8626694 | 8626694 | 1740075 |
Largest Losing Trade | -45430 | -45430 | -24024 | -1809966 | -1809966 | -1310172 |
Avg Bars in Trades | 49 | 89 | 8 | 49 | 89 | 8 |
Avg Bars in Winners | 91 | 197 | 11 | 91 | 197 | 11 |
Avg Bars in Losers | 26 | 44 | 6 | 26 | 44 | 6 |
Bars Traded | 8535 | 7812 | 723 | 8535 | 7812 | 723 |
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 | 456735 | 376871 | -539555 | -305188 | -61741 | -583401 |
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1273, "nb": 0.48292, "nc": 0.1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1273, "nb": 0.48292, "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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