Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409008.8119 | 300361.0371 | 108647.7748 | 1787821.828 | 1268107.0972 | 519714.7307 |
Total P&L (%) | 409.0088 | 300.361 | 108.6478 | 1787.8218 | 1268.1071 | 519.7147 |
Avg Daily Profit (%) | 0.2268 | 0.1665 | 0.0602 | 0.163 | 0.1452 | 0.1012 |
Buy And Hold Return (%) | 33.611 | 33.611 | 33.611 | 33.611 | 33.611 | 33.611 |
Max Trade Drawdown | -42623 | -42195 | -37295 | -744811 | -680050 | -527935 |
Profit Factor | 2.8189 | 3.3854 | 2.0981 | 1.7459 | 2.0658 | 1.4306 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 55.4545 | 63.6364 | 47.2727 | 55.4545 | 63.6364 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.2644 | 1.9345 | 2.3401 | 1.4024 | 1.1804 | 1.5956 |
Largest Winning Trade | 148149 | 148149 | 41566 | 519080 | 443211 | 519080 |
Largest Losing Trade | -20245 | -20245 | -16322 | -305078 | -266899 | -305078 |
Avg Bars in Trades | 28 | 51 | 5 | 28 | 51 | 5 |
Avg Bars in Winners | 32 | 50 | 8 | 32 | 50 | 8 |
Avg Bars in Losers | 24 | 54 | 3 | 24 | 54 | 3 |
Bars Traded | 3177 | 2856 | 321 | 3177 | 2856 | 321 |
Profit Streak | 0 | 969.1857 | 0 | 0 | 969.1857 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522281 | -163524 | -292235 | 403120 | -173363 | -236310 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 34, "na": 0.97739, "nb": 0.1, "nc": 0.38127 } }, "second_band": { "type": "kcu", "factors": { "length": 246, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 34, "na": 0.97739, "nb": 0.1, "nc": 0.38127 } }, "second_band": { "type": "kcu", "factors": { "length": 246, "offset": 0, "scalar": 4 } } }
# | 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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