Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66942.7468 | -1882.3294 | 68825.0762 | 77971.768 | -3086.7939 | 81058.562 |
Total P&L (%) | 66.9427 | -1.8823 | 68.8251 | 77.9718 | -3.0868 | 81.0586 |
Avg Daily Profit (%) | 0.2571 | -0.0072 | 0.2643 | 0.2216 | -0.012 | 0.2282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23366 | -19076 | -12604 | -28754 | -22469 | -17453 |
Profit Factor | 1.6801 | 0.9707 | 3.0151 | 1.6412 | 0.9608 | 2.8904 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 72.8814 | 66.6667 | 79.3103 | 72.8814 | 66.6667 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.6251 | 0.4854 | 0.7866 | 0.6107 | 0.4804 | 0.754 |
Largest Winning Trade | 9345 | 7669 | 9345 | 12782 | 8580 | 12782 |
Largest Losing Trade | -16490 | -16490 | -12604 | -17453 | -16185 | -17453 |
Avg Bars in Trades | 408 | 335 | 483 | 408 | 335 | 483 |
Avg Bars in Winners | 261 | 190 | 323 | 261 | 190 | 323 |
Avg Bars in Losers | 802 | 625 | 1097 | 802 | 625 | 1097 |
Bars Traded | 24081 | 10063 | 14018 | 24081 | 10063 | 14018 |
Profit Streak | 0 | 0 | 49.565 | 0 | 0 | 49.565 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169619 | -580060 | 540910 | -169793 | -580060 | 523964 |
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{ "first_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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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