Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067029.6153 | 1023744.5275 | 43285.0878 | 2181820.2732 | 4013054.6975 | -1831234.4242 |
Total P&L (%) | 1067.0296 | 1023.7445 | 43.2851 | 2181.8203 | 4013.0547 | -1831.2344 |
Avg Daily Profit (%) | 0.5846 | 0.5609 | 0.0237 | 0.1715 | 0.2038 | 0 |
Buy And Hold Return (%) | 748.0016 | 748.0016 | 748.0016 | 748.0016 | 748.0016 | 748.0016 |
Max Trade Drawdown | -128879 | -35165 | -125243 | -2579780 | -1534105 | -2118053 |
Profit Factor | 3.4192 | 9.0505 | 1.1379 | 1.2325 | 2.448 | 0.7231 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.2083 | 12.8215 | 1.2192 | 1.5169 | 3.468 | 0.7748 |
Largest Winning Trade | 588286 | 588286 | 74952 | 3087335 | 3087335 | 1291506 |
Largest Losing Trade | -67897 | -14794 | -67897 | -1367963 | -523780 | -1367963 |
Avg Bars in Trades | 117 | 48 | 187 | 117 | 48 | 187 |
Avg Bars in Winners | 203 | 94 | 297 | 203 | 94 | 297 |
Avg Bars in Losers | 47 | 16 | 83 | 47 | 16 | 83 |
Bars Traded | 6834 | 1411 | 5423 | 6834 | 1411 | 5423 |
Profit Streak | 0 | 127.4521 | 0 | 0 | 127.4521 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196734 | -34280 | -396533 | -176119 | 316969 | -581503 |
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{ "first_band": { "type": "kcu", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 9, "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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