Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51939.151 | -13795.3799 | 65734.5309 | 28734.3396 | -24394.4743 | 53128.8139 |
Total P&L (%) | 51.9392 | -13.7954 | 65.7345 | 28.7343 | -24.3945 | 53.1288 |
Avg Daily Profit (%) | 0.1994 | -0.053 | 0.2524 | 0.097 | -0.1073 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44571 | -44533 | -52098 | -64044 | -58084 | -71408 |
Profit Factor | 1.2588 | 0.8476 | 1.5966 | 1.1131 | 0.7831 | 1.3752 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 62.8866 | 55.102 | 70.8333 | 62.8866 | 55.102 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.7429 | 0.6907 | 0.6574 | 0.6569 | 0.638 | 0.5663 |
Largest Winning Trade | 18187 | 8308 | 18187 | 19282 | 11010 | 19282 |
Largest Losing Trade | -35502 | -24429 | -35502 | -48283 | -34396 | -48283 |
Avg Bars in Trades | 248 | 136 | 363 | 248 | 136 | 363 |
Avg Bars in Winners | 140 | 83 | 184 | 140 | 83 | 184 |
Avg Bars in Losers | 433 | 201 | 798 | 433 | 201 | 798 |
Bars Traded | 24150 | 6683 | 17467 | 24150 | 6683 | 17467 |
Profit Streak | 1.9627 | 1.9627 | 13.1085 | 1.9627 | 1.9627 | 13.1085 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 124352 | -583523 | 392810 | -165547 | -583523 | 286578 |
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{ "first_band": { "type": "kcu", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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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