Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33827.8173 | -385.3339 | 34213.1513 | 22572.2924 | -4368.1916 | 26940.484 |
Total P&L (%) | 33.8278 | -0.3853 | 34.2132 | 22.5723 | -4.3682 | 26.9405 |
Avg Daily Profit (%) | 0.3897 | -0.0044 | 0.3941 | 0.2347 | -0.0514 | 0.2752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33711 | -19233 | -24044 | -35722 | -20018 | -23259 |
Profit Factor | 1.2934 | 0.9926 | 1.5394 | 1.2048 | 0.9139 | 1.453 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 64.8352 | 62.2222 | 67.3913 | 64.8352 | 62.2222 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.7015 | 0.6026 | 0.7449 | 0.6534 | 0.5549 | 0.703 |
Largest Winning Trade | 45232 | 4496 | 45232 | 38175 | 4286 | 38175 |
Largest Losing Trade | -12739 | -7659 | -12739 | -11960 | -7893 | -11960 |
Avg Bars in Trades | 270 | 266 | 274 | 270 | 266 | 274 |
Avg Bars in Winners | 134 | 150 | 120 | 134 | 150 | 120 |
Avg Bars in Losers | 521 | 458 | 592 | 521 | 458 | 592 |
Bars Traded | 24620 | 12010 | 12610 | 24620 | 12010 | 12610 |
Profit Streak | 7.0056 | 10.0785 | 7.0056 | 7.0056 | 10.0785 | 7.0056 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254798 | -579214 | 303352 | 101112 | -579214 | 224460 |
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 90, "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) |
---|