Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111238.8506 | 42796.2468 | 68442.6038 | 158595.0183 | 74731.4881 | 83863.5301 |
Total P&L (%) | 111.2389 | 42.7962 | 68.4426 | 158.595 | 74.7315 | 83.8635 |
Avg Daily Profit (%) | 0.4272 | 0.1643 | 0.2628 | 0.3655 | 0.2145 | 0.2341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37149 | -21718 | -29484 | -71001 | -31207 | -62611 |
Profit Factor | 1.9381 | 1.7167 | 2.1625 | 1.7 | 1.7218 | 1.6817 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 79.4521 | 78.3784 | 80.5556 | 79.4521 | 78.3784 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.5012 | 0.4736 | 0.522 | 0.4397 | 0.475 | 0.4059 |
Largest Winning Trade | 19179 | 9152 | 19179 | 29140 | 16156 | 29140 |
Largest Losing Trade | -26182 | -21718 | -26182 | -62611 | -31207 | -62611 |
Avg Bars in Trades | 333 | 373 | 291 | 333 | 373 | 291 |
Avg Bars in Winners | 200 | 223 | 178 | 200 | 223 | 178 |
Avg Bars in Losers | 844 | 917 | 761 | 844 | 917 | 761 |
Bars Traded | 24316 | 13811 | 10505 | 24316 | 13811 | 10505 |
Profit Streak | 22.2577 | 30.9452 | 22.2577 | 22.2577 | 30.9452 | 22.2577 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61479 | 347131 | 482466 | -62465 | 433979 | 443974 |
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{ "first_band": { "type": "kcb", "factors": { "length": 193, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 244, "offset": 0 } } }
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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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