Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53675.0065 | 8837.74 | 44837.2665 | 39957.0787 | 9468.9885 | 30488.0902 |
Total P&L (%) | 53.675 | 8.8377 | 44.8373 | 39.9571 | 9.469 | 30.4881 |
Avg Daily Profit (%) | 0.2061 | 0.0339 | 0.1722 | 0.1292 | 0.0347 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42806 | -19753 | -39601 | -60956 | -20802 | -57313 |
Profit Factor | 1.3898 | 1.1495 | 1.5705 | 1.2455 | 1.1506 | 1.3053 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 75.5556 | 71.1111 | 80 | 75.5556 | 71.1111 | 80 |
Ratio Avg Win / Avg Loss | 0.4497 | 0.467 | 0.3926 | 0.403 | 0.4674 | 0.3263 |
Largest Winning Trade | 24239 | 6103 | 24239 | 27306 | 6307 | 27306 |
Largest Losing Trade | -36117 | -19753 | -36117 | -53968 | -20802 | -53968 |
Avg Bars in Trades | 273 | 210 | 337 | 273 | 210 | 337 |
Avg Bars in Winners | 163 | 103 | 216 | 163 | 103 | 216 |
Avg Bars in Losers | 615 | 472 | 821 | 615 | 472 | 821 |
Bars Traded | 24645 | 9467 | 15178 | 24645 | 9467 | 15178 |
Profit Streak | 4.0731 | 13.1981 | 4.0731 | 4.0731 | 13.1981 | 4.0731 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315496 | -368544 | 307084 | -21510 | -366315 | -58238 |
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{ "first_band": { "type": "kcu", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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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