Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1095090.2955 | 270434.6761 | -1365524.9716 | -771072.0882 | -15471421.5147 | 14700349.4265 |
Total P&L (%) | -1095.0903 | 270.4347 | -1365.525 | -771.0721 | -15471.4215 | 14700.3494 |
Avg Daily Profit (%) | -0.5576 | 0.1377 | -0.6953 | 0 | 0 | 0.2548 |
Buy And Hold Return (%) | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 |
Max Trade Drawdown | -1416821 | -73558 | -1505680 | -38736834 | -18843052 | -22123423 |
Profit Factor | 0.4593 | 1.933 | 0.2132 | 0.9844 | 0.3143 | 1.5497 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 137 | 70 | 67 | 91 | 47 | 44 |
Losing Trades | 35 | 16 | 19 | 81 | 39 | 42 |
Profitability (%) | 79.6512 | 81.3953 | 77.907 | 52.907 | 54.6512 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.1173 | 0.4418 | 0.0605 | 0.8762 | 0.2608 | 1.4793 |
Largest Winning Trade | 53455 | 53455 | 28058 | 35652914 | 2201036 | 35652914 |
Largest Losing Trade | -1405860 | -57364 | -1405860 | -19195105 | -10834354 | -19195105 |
Avg Bars in Trades | 21 | 29 | 14 | 21 | 29 | 14 |
Avg Bars in Winners | 7 | 10 | 4 | 26 | 36 | 16 |
Avg Bars in Losers | 77 | 109 | 50 | 16 | 20 | 12 |
Bars Traded | 3781 | 2509 | 1272 | 3781 | 2509 | 1272 |
Profit Streak | 411.2005 | 0 | 569.2005 | 0 | 602.2005 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575170 | -169840 | -576345 | -579222 | -579638 | 367928 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.66035, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 89, "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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