Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77268.8976 | 24197.3113 | 53071.5863 | 87234.9576 | 31755.3342 | 55479.6233 |
Total P&L (%) | 77.2689 | 24.1973 | 53.0716 | 87.235 | 31.7553 | 55.4796 |
Avg Daily Profit (%) | 0.2967 | 0.0929 | 0.2038 | 0.2411 | 0.106 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31169 | -20688 | -22709 | -50633 | -22920 | -37969 |
Profit Factor | 1.4939 | 1.3006 | 1.6986 | 1.3803 | 1.2917 | 1.4604 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 76.5217 | 70.1754 | 82.7586 | 76.5217 | 70.1754 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.4583 | 0.5528 | 0.3539 | 0.4235 | 0.549 | 0.3042 |
Largest Winning Trade | 10574 | 8558 | 10574 | 12757 | 11446 | 12757 |
Largest Losing Trade | -22628 | -20688 | -22628 | -37709 | -22920 | -37709 |
Avg Bars in Trades | 213 | 233 | 194 | 213 | 233 | 194 |
Avg Bars in Winners | 123 | 123 | 123 | 123 | 123 | 123 |
Avg Bars in Losers | 507 | 491 | 535 | 507 | 491 | 535 |
Bars Traded | 24600 | 13301 | 11299 | 24600 | 13301 | 11299 |
Profit Streak | 5.0369 | 10.6098 | 5.0369 | 5.0369 | 10.6098 | 5.0369 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444679 | -251845 | -169143 | 402596 | -233381 | -170318 |
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{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 166, "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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