Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63987.2869 | 50813.8496 | 13173.4372 | 74669.888 | 67515.7627 | 7154.1253 |
Total P&L (%) | 63.9873 | 50.8139 | 13.1734 | 74.6699 | 67.5158 | 7.1541 |
Avg Daily Profit (%) | 0.2457 | 0.1951 | 0.0506 | 0.2144 | 0.1983 | 0.0265 |
Buy And Hold Return (%) | 29.8084 | 29.8084 | 29.8084 | 29.8084 | 29.8084 | 29.8084 |
Max Trade Drawdown | -24874 | -24955 | -24813 | -28003 | -28285 | -34887 |
Profit Factor | 1.7232 | 2.4948 | 1.2418 | 1.6589 | 2.7435 | 1.0959 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 69.863 | 77.7778 | 62.1622 | 69.863 | 77.7778 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.7433 | 0.7128 | 0.7559 | 0.7156 | 0.7839 | 0.6671 |
Largest Winning Trade | 14600 | 14600 | 6809 | 15487 | 15487 | 10751 |
Largest Losing Trade | -21702 | -21702 | -6957 | -25144 | -25144 | -9585 |
Avg Bars in Trades | 331 | 327 | 335 | 331 | 327 | 335 |
Avg Bars in Winners | 231 | 260 | 196 | 231 | 260 | 196 |
Avg Bars in Losers | 563 | 562 | 563 | 563 | 562 | 563 |
Bars Traded | 24211 | 11807 | 12404 | 24211 | 11807 | 12404 |
Profit Streak | 0 | 112.5518 | 0 | 0 | 112.5518 | 0 |
Trades During Streak | 0 | 13 | 0 | 0 | 13 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72231 | 164615 | -292889 | -70263 | 317346 | -439714 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 184, "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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