Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143980.9594 | 97362.9797 | 46617.9797 | 207401.4432 | 164339.5958 | 43061.8473 |
Total P&L (%) | 143.981 | 97.363 | 46.618 | 207.4014 | 164.3396 | 43.0618 |
Avg Daily Profit (%) | 0.5529 | 0.3739 | 0.179 | 0.4322 | 0.374 | 0.1376 |
Buy And Hold Return (%) | 12.2953 | 12.2953 | 12.2953 | 12.2953 | 12.2953 | 12.2953 |
Max Trade Drawdown | -39390 | -35298 | -32227 | -98573 | -44575 | -97302 |
Profit Factor | 1.5928 | 1.8996 | 1.3462 | 1.4883 | 1.9976 | 1.1656 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 73.5294 | 73.5294 | 73.5294 | 73.5294 | 73.5294 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.5734 | 0.6839 | 0.4846 | 0.5358 | 0.7191 | 0.4196 |
Largest Winning Trade | 18066 | 18066 | 12457 | 16887 | 16861 | 16887 |
Largest Losing Trade | -32227 | -16098 | -32227 | -97302 | -35462 | -97302 |
Avg Bars in Trades | 178 | 176 | 180 | 178 | 176 | 180 |
Avg Bars in Winners | 105 | 105 | 105 | 105 | 105 | 105 |
Avg Bars in Losers | 380 | 371 | 390 | 380 | 371 | 390 |
Bars Traded | 24262 | 11974 | 12288 | 24262 | 11974 | 12288 |
Profit Streak | 9.2358 | 9.2358 | 12.1629 | 9.2358 | 9.2358 | 12.1629 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518625 | -96922 | -102706 | 458480 | -96732 | -158473 |
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{ "first_band": { "type": "kcb", "factors": { "length": 129, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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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