Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -587659.9097 | 7756.9363 | -595416.846 | 4238762.523 | 1491729.9697 | 2747032.5533 |
Total P&L (%) | -587.6599 | 7.7569 | -595.4168 | 4238.7625 | 1491.73 | 2747.0326 |
Avg Daily Profit (%) | -0.3211 | 0.0042 | -0.3253 | 0.2062 | 0.1513 | 0.1831 |
Buy And Hold Return (%) | 664.7059 | 664.7059 | 664.7059 | 664.7059 | 664.7059 | 664.7059 |
Max Trade Drawdown | -777265 | -66066 | -728353 | -1094870 | -191452 | -1485566 |
Profit Factor | 0.4129 | 1.0644 | 0.3238 | 2.3007 | 2.7844 | 2.1338 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 100 | 45 | 55 | 60 | 30 | 30 |
Losing Trades | 19 | 15 | 4 | 59 | 30 | 29 |
Profitability (%) | 84.0336 | 75 | 93.2203 | 50.4202 | 50 | 50.8475 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.3548 | 0.0236 | 2.2624 | 2.7844 | 2.0627 |
Largest Winning Trade | 28111 | 13480 | 28111 | 2084301 | 609190 | 2084301 |
Largest Losing Trade | -550139 | -66066 | -550139 | -950554 | -181893 | -950554 |
Avg Bars in Trades | 37 | 13 | 61 | 37 | 13 | 61 |
Avg Bars in Winners | 18 | 5 | 29 | 37 | 19 | 55 |
Avg Bars in Losers | 137 | 40 | 502 | 37 | 8 | 67 |
Bars Traded | 4477 | 835 | 3642 | 4477 | 835 | 3642 |
Profit Streak | 95.1831 | 95.1831 | 235.5164 | 95.1831 | 95.1831 | 235.5164 |
Trades During Streak | 2 | 1 | 13 | 2 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574944 | -669335 | -750708 | 481863 | -160668 | -165147 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.90793, "nb": 0.26471, "nc": 0.08174 } }, "second_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 5 } } }
# | 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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