Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77535.3698 | 60013.4442 | 17521.9256 | 98456.2937 | 90919.8586 | 7536.4351 |
Total P&L (%) | 77.5354 | 60.0134 | 17.5219 | 98.4563 | 90.9199 | 7.5364 |
Avg Daily Profit (%) | 0.2977 | 0.2304 | 0.0673 | 0.2635 | 0.2486 | 0.0279 |
Buy And Hold Return (%) | 29.6288 | 29.6288 | 29.6288 | 29.6288 | 29.6288 | 29.6288 |
Max Trade Drawdown | -23351 | -25084 | -23711 | -27313 | -29322 | -39861 |
Profit Factor | 1.782 | 2.4998 | 1.2963 | 1.6812 | 2.8047 | 1.08 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Profitability (%) | 69.2308 | 76.9231 | 61.5385 | 69.2308 | 76.9231 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.792 | 0.7499 | 0.8102 | 0.7472 | 0.8414 | 0.675 |
Largest Winning Trade | 12244 | 12244 | 6705 | 19997 | 19997 | 10669 |
Largest Losing Trade | -21224 | -21224 | -10332 | -25224 | -25224 | -12741 |
Avg Bars in Trades | 312 | 306 | 317 | 312 | 306 | 317 |
Avg Bars in Winners | 214 | 246 | 175 | 214 | 246 | 175 |
Avg Bars in Losers | 531 | 508 | 545 | 531 | 508 | 545 |
Bars Traded | 24352 | 11971 | 12380 | 24352 | 11971 | 12380 |
Profit Streak | 0 | 25.0856 | 0 | 0 | 25.0856 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31795 | 243674 | -270357 | -31655 | 402523 | -455410 |
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{ "first_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 149, "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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