Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -419444.425 | 44286.1618 | -463730.5868 | 1998134.492 | 974125.1726 | 1024009.3195 |
Total P&L (%) | -419.4444 | 44.2862 | -463.7306 | 1998.1345 | 974.1252 | 1024.0093 |
Avg Daily Profit (%) | -0.473 | 0.0499 | -0.523 | 0.3438 | 0.2681 | 0.2732 |
Buy And Hold Return (%) | 260.2257 | 260.2257 | 260.2257 | 260.2257 | 260.2257 | 260.2257 |
Max Trade Drawdown | -594188 | -26586 | -590158 | -1250512 | -442203 | -1526850 |
Profit Factor | 0.5179 | 1.4061 | 0.3906 | 1.4515 | 2.1359 | 1.287 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 27 | 40 | 57 | 24 | 33 |
Losing Trades | 31 | 22 | 9 | 41 | 25 | 16 |
Profitability (%) | 68.3673 | 55.102 | 81.6327 | 58.1633 | 48.9796 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.2396 | 1.1457 | 0.0879 | 1.0441 | 2.2248 | 0.624 |
Largest Winning Trade | 20369 | 20369 | 17601 | 1839894 | 483231 | 1839894 |
Largest Losing Trade | -340075 | -22255 | -340075 | -1129802 | -242461 | -1129802 |
Avg Bars in Trades | 34 | 9 | 60 | 34 | 9 | 60 |
Avg Bars in Winners | 19 | 7 | 28 | 31 | 10 | 47 |
Avg Bars in Losers | 67 | 12 | 202 | 39 | 9 | 86 |
Bars Traded | 3421 | 479 | 2943 | 3421 | 479 | 2943 |
Profit Streak | 12.1849 | 12.1849 | 13.6849 | 12.1849 | 12.1849 | 13.6849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576773 | -289606 | -576033 | 456531 | 389861 | 276001 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.4599, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 3 } } }
# | 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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