Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280227.4675 | 298352.2072 | -18124.7397 | 58487.0568 | 55237.8021 | 3249.2547 |
Total P&L (%) | 280.2275 | 298.3522 | -18.1247 | 58.4871 | 55.2378 | 3.2493 |
Avg Daily Profit (%) | 0.1528 | 0.1627 | -0.0099 | 0.0251 | 0.024 | 0.0017 |
Buy And Hold Return (%) | 65.7341 | 65.7341 | 65.7341 | 65.7341 | 65.7341 | 65.7341 |
Max Trade Drawdown | -143482 | -143234 | -52500 | -424010 | -472143 | -127894 |
Profit Factor | 1.3097 | 1.4566 | 0.9279 | 1.033 | 1.0415 | 1.0073 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 56.5611 | 55.4545 | 57.6577 | 56.5611 | 55.4545 | 57.6577 |
Ratio Avg Win / Avg Loss | 1.0058 | 1.17 | 0.6814 | 0.7933 | 0.8366 | 0.7398 |
Largest Winning Trade | 58100 | 58100 | 13672 | 109097 | 109097 | 42067 |
Largest Losing Trade | -51939 | -51939 | -19322 | -237774 | -237774 | -40780 |
Avg Bars in Trades | 16 | 30 | 2 | 16 | 30 | 2 |
Avg Bars in Winners | 9 | 17 | 2 | 9 | 17 | 2 |
Avg Bars in Losers | 25 | 46 | 2 | 25 | 46 | 2 |
Bars Traded | 3630 | 3348 | 283 | 3630 | 3348 | 283 |
Profit Streak | 15.8749 | 16.8749 | 15.8749 | 15.8749 | 16.8749 | 15.8749 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331089 | 292069 | -578696 | -507208 | -501673 | -568287 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.96315, "nc": 0.94982 } }, "second_band": { "type": "kcu", "factors": { "length": 18, "offset": 179, "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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