Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1480107.8369 | -51786.9324 | -1428320.9046 | 241959.7868 | -9113587.2667 | 9355547.0535 |
Total P&L (%) | -1480.1078 | -51.7869 | -1428.3209 | 241.9598 | -9113.5873 | 9355.5471 |
Avg Daily Profit (%) | -0.7893 | -0.0276 | -0.7616 | 0.0656 | 0 | 0.2429 |
Buy And Hold Return (%) | 237.2727 | 237.2727 | 237.2727 | 237.2727 | 237.2727 | 237.2727 |
Max Trade Drawdown | -1633637 | -144014 | -1506395 | -11855548 | -10463257 | -4157559 |
Profit Factor | 0.2735 | 0.824 | 0.1806 | 1.0104 | 0.3343 | 1.9841 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 61 | 28 | 33 | 57 | 26 | 31 |
Losing Trades | 23 | 14 | 9 | 27 | 16 | 11 |
Profitability (%) | 72.619 | 66.6667 | 78.5714 | 67.8571 | 61.9048 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1031 | 0.412 | 0.0493 | 0.4786 | 0.2057 | 0.704 |
Largest Winning Trade | 26419 | 26419 | 24438 | 10457318 | 1075036 | 10457318 |
Largest Losing Trade | -1170717 | -59102 | -1170717 | -7150884 | -7150884 | -3551182 |
Avg Bars in Trades | 132 | 156 | 109 | 132 | 156 | 109 |
Avg Bars in Winners | 63 | 76 | 52 | 83 | 98 | 71 |
Avg Bars in Losers | 317 | 316 | 319 | 237 | 250 | 218 |
Bars Traded | 11165 | 6562 | 4604 | 11165 | 6562 | 4604 |
Profit Streak | 57.8644 | 80.3644 | 57.8644 | 57.8644 | 80.3644 | 57.8644 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575773 | -577206 | -575633 | -471324 | -577823 | 501241 |
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{ "first_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 74, "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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