Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71250.2769 | 38849.0189 | 32401.2581 | 57390.0995 | 53187.7127 | 4202.3869 |
Total P&L (%) | 71.2503 | 38.849 | 32.4013 | 57.3901 | 53.1877 | 4.2024 |
Avg Daily Profit (%) | 0.2736 | 0.1492 | 0.1244 | 0.1743 | 0.1639 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59440 | -8392 | -63661 | -149375 | -22531 | -158594 |
Profit Factor | 1.4911 | 1.9765 | 1.3077 | 1.1829 | 1.7114 | 1.0176 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 61.6822 | 61.1111 | 62.2642 | 61.6822 | 61.1111 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.9263 | 1.2578 | 0.7925 | 0.7348 | 1.0891 | 0.6167 |
Largest Winning Trade | 19195 | 19195 | 15264 | 25780 | 25780 | 22130 |
Largest Losing Trade | -44200 | -7006 | -44200 | -100668 | -19093 | -100668 |
Avg Bars in Trades | 224 | 38 | 413 | 224 | 38 | 413 |
Avg Bars in Winners | 157 | 35 | 278 | 157 | 35 | 278 |
Avg Bars in Losers | 332 | 44 | 636 | 332 | 44 | 636 |
Bars Traded | 24015 | 2099 | 21916 | 24015 | 2099 | 21916 |
Profit Streak | 8.5055 | 8.5055 | 8.6617 | 8.5055 | 8.5055 | 8.6617 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337020 | -172922 | -210538 | -12901 | -171015 | -719549 |
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{ "first_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } } }
# | 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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