Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70119.5689 | 4230.4923 | 65889.0766 | 77873.9264 | 12715.5727 | 65158.3537 |
Total P&L (%) | 70.1196 | 4.2305 | 65.8891 | 77.8739 | 12.7156 | 65.1584 |
Avg Daily Profit (%) | 0.2693 | 0.0162 | 0.253 | 0.2214 | 0.046 | 0.1928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31731 | -25791 | -14211 | -29312 | -26265 | -16972 |
Profit Factor | 1.5159 | 1.0482 | 2.3701 | 1.5338 | 1.1462 | 2.106 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 72.6316 | 68.0851 | 77.0833 | 72.6316 | 68.0851 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.5712 | 0.4913 | 0.7046 | 0.578 | 0.5373 | 0.6261 |
Largest Winning Trade | 7338 | 7093 | 7338 | 9558 | 7507 | 9558 |
Largest Losing Trade | -25791 | -25791 | -11661 | -23015 | -23015 | -16972 |
Avg Bars in Trades | 250 | 277 | 224 | 250 | 277 | 224 |
Avg Bars in Winners | 147 | 152 | 143 | 147 | 152 | 143 |
Avg Bars in Losers | 524 | 545 | 496 | 524 | 545 | 496 |
Bars Traded | 23829 | 13055 | 10773 | 23829 | 13055 | 10773 |
Profit Streak | 13.6392 | 30.8059 | 13.6392 | 13.6392 | 30.8059 | 13.6392 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399469 | -503602 | 444294 | 388685 | -271633 | 405682 |
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{ "first_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 165, "offset": 76 } } }
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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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