Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318626.327 | 225901.094 | 92725.233 | 941636.9982 | 514295.1832 | 427341.815 |
Total P&L (%) | 318.6263 | 225.9011 | 92.7252 | 941.637 | 514.2952 | 427.3418 |
Avg Daily Profit (%) | 0.3059 | 0.2169 | 0.089 | 0.2252 | 0.1744 | 0.1597 |
Buy And Hold Return (%) | 18.4211 | 18.4211 | 18.4211 | 18.4211 | 18.4211 | 18.4211 |
Max Trade Drawdown | -40274 | -13021 | -42844 | -129259 | -104670 | -91611 |
Profit Factor | 2.7549 | 5.0535 | 1.7369 | 2.715 | 3.09 | 2.4104 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 47.541 | 51.6129 | 43.3333 | 47.541 | 51.6129 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0399 | 4.7377 | 2.2713 | 2.9958 | 2.8969 | 3.152 |
Largest Winning Trade | 112302 | 112302 | 46948 | 310514 | 310514 | 263218 |
Largest Losing Trade | -16956 | -13021 | -16956 | -91611 | -83933 | -91611 |
Avg Bars in Trades | 385 | 144 | 633 | 385 | 144 | 633 |
Avg Bars in Winners | 653 | 241 | 1160 | 653 | 241 | 1160 |
Avg Bars in Losers | 142 | 41 | 230 | 142 | 41 | 230 |
Bars Traded | 23501 | 4486 | 19015 | 23501 | 4486 | 19015 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153172 | 567668 | -74776 | -153522 | 500112 | 332248 |
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{ "first_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 28, "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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