Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51587.1727 | 4642.4258 | 46944.7469 | 58908.315 | 4425.3975 | 54482.9175 |
Total P&L (%) | 51.5872 | 4.6424 | 46.9447 | 58.9083 | 4.4254 | 54.4829 |
Avg Daily Profit (%) | 0.5943 | 0.0535 | 0.5408 | 0.535 | 0.0499 | 0.5023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8566 | -4071 | -8505 | -9072 | -5097 | -9255 |
Profit Factor | 2.5131 | 1.4477 | 2.9788 | 2.5746 | 1.3819 | 3.1098 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 51.4286 | 54.2857 | 48.5714 | 51.4286 | 54.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.3735 | 1.2191 | 3.154 | 2.4316 | 1.1637 | 3.2928 |
Largest Winning Trade | 28332 | 3090 | 28332 | 35083 | 3234 | 35083 |
Largest Losing Trade | -8205 | -1874 | -8205 | -8687 | -2388 | -8687 |
Avg Bars in Trades | 326 | 46 | 605 | 326 | 46 | 605 |
Avg Bars in Winners | 192 | 46 | 354 | 192 | 46 | 354 |
Avg Bars in Losers | 468 | 46 | 842 | 468 | 46 | 842 |
Bars Traded | 22829 | 1635 | 21193 | 22829 | 1635 | 21193 |
Profit Streak | 3.2175 | 3.2245 | 3.2175 | 3.2175 | 3.2245 | 3.2175 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85761 | -287618 | 418311 | -85661 | -292798 | 436099 |
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{ "first_band": { "type": "kcu", "factors": { "length": 117, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 5 } } }
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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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