Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78961.2339 | 41723.8106 | 37237.4234 | 71117.2528 | 60799.4549 | 10317.7979 |
Total P&L (%) | 78.9612 | 41.7238 | 37.2374 | 71.1173 | 60.7995 | 10.3178 |
Avg Daily Profit (%) | 0.3032 | 0.1602 | 0.143 | 0.2065 | 0.1826 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42508 | -26342 | -48480 | -105825 | -42600 | -110192 |
Profit Factor | 1.5029 | 1.6002 | 1.4255 | 1.243 | 1.5548 | 1.0564 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 77.027 | 72.973 | 81.0811 | 77.027 | 72.973 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.4482 | 0.5927 | 0.3326 | 0.3707 | 0.5759 | 0.2465 |
Largest Winning Trade | 14278 | 11957 | 14278 | 20170 | 17201 | 20170 |
Largest Losing Trade | -38835 | -17495 | -38835 | -85672 | -27059 | -85672 |
Avg Bars in Trades | 302 | 324 | 279 | 302 | 324 | 279 |
Avg Bars in Winners | 163 | 172 | 154 | 163 | 172 | 154 |
Avg Bars in Losers | 767 | 734 | 814 | 767 | 734 | 814 |
Bars Traded | 22355 | 12016 | 10339 | 22355 | 12016 | 10339 |
Profit Streak | 5.1898 | 5.1898 | 19.2523 | 5.1898 | 5.1898 | 19.2523 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57050 | 279501 | -1767 | -59464 | 328831 | -454936 |
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{ "first_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 215, "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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