Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536806.4663 | 425457.5929 | 111348.8734 | 201816.8046 | -174192.366 | 376009.1706 |
Total P&L (%) | 536.8065 | 425.4576 | 111.3489 | 201.8168 | -174.1924 | 376.0092 |
Avg Daily Profit (%) | 0.2466 | 0.1954 | 0.0511 | 0.0508 | 0 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134497 | -125078 | -36355 | -675336 | -633532 | -130723 |
Profit Factor | 2.1955 | 2.3048 | 1.9056 | 1.117 | 0.8607 | 1.7909 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 45.4545 | 34.6939 | 56 | 45.4545 | 34.6939 | 56 |
Ratio Avg Win / Avg Loss | 2.6345 | 4.3384 | 1.4972 | 1.3404 | 1.62 | 1.4071 |
Largest Winning Trade | 469481 | 469481 | 27922 | 351110 | 351110 | 185475 |
Largest Losing Trade | -44609 | -44609 | -36355 | -139555 | -139555 | -130723 |
Avg Bars in Trades | 41 | 77 | 5 | 41 | 77 | 5 |
Avg Bars in Winners | 54 | 131 | 7 | 54 | 131 | 7 |
Avg Bars in Losers | 30 | 48 | 3 | 30 | 48 | 3 |
Bars Traded | 4097 | 3798 | 299 | 4097 | 3798 | 299 |
Profit Streak | 16.5977 | 0 | 292.5977 | 16.5977 | 0 | 292.5977 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420581 | 220114 | -300133 | -217930 | -583856 | -272957 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.24081, "nb": 0.61053, "nc": 0.2511 } } }
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# | 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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