Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306079.5633 | 370277.4124 | -64197.8492 | -79469.5253 | 27793.2381 | -107262.7633 |
Total P&L (%) | 306.0796 | 370.2774 | -64.1978 | -79.4695 | 27.7932 | -107.2628 |
Avg Daily Profit (%) | 0.1593 | 0.1927 | -0.0334 | -0.0823 | 0.0128 | 0 |
Buy And Hold Return (%) | 91.8944 | 91.8944 | 91.8944 | 91.8944 | 91.8944 | 91.8944 |
Max Trade Drawdown | -161034 | -116739 | -237811 | -238611 | -241095 | -241549 |
Profit Factor | 1.1169 | 1.2994 | 0.9535 | 0.9667 | 1.0236 | 0.9112 |
Total Trades | 777 | 389 | 388 | 777 | 389 | 388 |
Winning Trades | 407 | 199 | 208 | 407 | 199 | 208 |
Losing Trades | 370 | 190 | 180 | 370 | 190 | 180 |
Profitability (%) | 52.381 | 51.1568 | 53.6082 | 52.381 | 51.1568 | 53.6082 |
Ratio Avg Win / Avg Loss | 1.0154 | 1.2407 | 0.8252 | 0.8788 | 0.9773 | 0.7885 |
Largest Winning Trade | 65719 | 65719 | 29447 | 49616 | 49616 | 26734 |
Largest Losing Trade | -68506 | -30263 | -68506 | -83376 | -61040 | -83376 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 22954 | 11448 | 11506 | 22954 | 11448 | 11506 |
Profit Streak | 4.588 | 11.9214 | 0 | 4.588 | 11.9214 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82101 | 303665 | -578559 | -575386 | -534848 | -578559 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07312, "nb": 0.13325, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07312, "nb": 0.13325, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 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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