Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22690.2873 | 417.1516 | 22273.1357 | 23753.2564 | -2349.4558 | 26102.7122 |
Total P&L (%) | 22.6903 | 0.4172 | 22.2731 | 23.7533 | -2.3495 | 26.1027 |
Avg Daily Profit (%) | 0.4357 | 0.008 | 0.4277 | 0.4101 | -0.0456 | 0.4463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9065 | -12322 | -4605 | -12268 | -16409 | -6187 |
Profit Factor | 1.6068 | 1.0199 | 2.3548 | 1.518 | 0.9126 | 2.3748 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 64.5161 | 58.0645 | 70.9677 | 64.5161 | 58.0645 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.8837 | 0.7366 | 0.9633 | 0.8349 | 0.6591 | 0.9715 |
Largest Winning Trade | 5242 | 4616 | 5242 | 6286 | 5221 | 6286 |
Largest Losing Trade | -6577 | -5592 | -6577 | -7598 | -7598 | -6577 |
Avg Bars in Trades | 382 | 237 | 526 | 382 | 237 | 526 |
Avg Bars in Winners | 272 | 125 | 392 | 272 | 125 | 392 |
Avg Bars in Losers | 582 | 392 | 856 | 582 | 392 | 856 |
Bars Traded | 23698 | 7365 | 16333 | 23698 | 7365 | 16333 |
Profit Streak | 0 | 0 | 22.6319 | 0 | 0 | 22.6319 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153871 | -548975 | 287563 | -153896 | -581829 | 363664 |
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{ "first_band": { "type": "kcu", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 142, "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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