Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67615.8056 | 20431.7574 | 47184.0482 | 74294.2103 | 23786.8772 | 50507.333 |
Total P&L (%) | 67.6158 | 20.4318 | 47.184 | 74.2942 | 23.7869 | 50.5073 |
Avg Daily Profit (%) | 0.2596 | 0.0785 | 0.1812 | 0.2136 | 0.082 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41123 | -20967 | -28138 | -54781 | -26690 | -37629 |
Profit Factor | 1.5028 | 1.2973 | 1.7176 | 1.4414 | 1.2802 | 1.6052 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 75.5556 | 71.1111 | 80 | 75.5556 | 71.1111 | 80 |
Ratio Avg Win / Avg Loss | 0.4862 | 0.527 | 0.4294 | 0.4663 | 0.5201 | 0.4013 |
Largest Winning Trade | 12986 | 8133 | 12986 | 16044 | 9292 | 16044 |
Largest Losing Trade | -19896 | -19896 | -16488 | -24425 | -24425 | -22200 |
Avg Bars in Trades | 275 | 313 | 236 | 275 | 313 | 236 |
Avg Bars in Winners | 162 | 186 | 141 | 162 | 186 | 141 |
Avg Bars in Losers | 622 | 627 | 615 | 622 | 627 | 615 |
Bars Traded | 24752 | 14117 | 10635 | 24752 | 14117 | 10635 |
Profit Streak | 7.8832 | 7.8832 | 21.9561 | 7.8832 | 7.8832 | 21.9561 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425616 | -93336 | 378386 | 403638 | -86513 | 373404 |
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{ "first_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 191, "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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