Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80061.4782 | 43248.9781 | 36812.5001 | 84307.5391 | 50621.0834 | 33686.4557 |
Total P&L (%) | 80.0615 | 43.249 | 36.8125 | 84.3075 | 50.6211 | 33.6865 |
Avg Daily Profit (%) | 0.3074 | 0.1661 | 0.1414 | 0.2351 | 0.1574 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36215 | -33572 | -33957 | -56790 | -51884 | -56103 |
Profit Factor | 1.5058 | 1.5131 | 1.4976 | 1.3439 | 1.4009 | 1.2834 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 74.6479 | 74.2857 | 75 | 74.6479 | 74.2857 | 75 |
Ratio Avg Win / Avg Loss | 0.5114 | 0.5238 | 0.4992 | 0.4564 | 0.4849 | 0.4278 |
Largest Winning Trade | 19024 | 19024 | 16876 | 25271 | 25271 | 19181 |
Largest Losing Trade | -20532 | -20532 | -18620 | -29827 | -29827 | -27454 |
Avg Bars in Trades | 337 | 424 | 253 | 337 | 424 | 253 |
Avg Bars in Winners | 182 | 231 | 135 | 182 | 231 | 135 |
Avg Bars in Losers | 792 | 979 | 605 | 792 | 979 | 605 |
Bars Traded | 23959 | 14842 | 9117 | 23959 | 14842 | 9117 |
Profit Streak | 10.611 | 10.611 | 45.5173 | 10.611 | 10.611 | 45.5173 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79293 | 302156 | -3767 | -80901 | 297887 | -45104 |
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{ "first_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 181, "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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