Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72965.3497 | 30713.3049 | 42252.0447 | 95397.0812 | 35454.0062 | 59943.075 |
Total P&L (%) | 72.9654 | 30.7133 | 42.252 | 95.3971 | 35.454 | 59.9431 |
Avg Daily Profit (%) | 0.8405 | 0.3538 | 0.4867 | 0.7746 | 0.3502 | 0.5425 |
Buy And Hold Return (%) | 15.78 | 15.78 | 15.78 | 15.78 | 15.78 | 15.78 |
Max Trade Drawdown | -24731 | -17939 | -12486 | -55091 | -38811 | -25488 |
Profit Factor | 1.8766 | 1.6138 | 2.2725 | 1.6147 | 1.3833 | 1.956 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 80.2632 | 78.9474 | 81.5789 | 80.2632 | 78.9474 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.4615 | 0.4304 | 0.5132 | 0.3971 | 0.3689 | 0.4417 |
Largest Winning Trade | 7184 | 7184 | 6722 | 13199 | 12262 | 13199 |
Largest Losing Trade | -11825 | -10122 | -11825 | -24143 | -21188 | -24143 |
Avg Bars in Trades | 306 | 298 | 313 | 306 | 298 | 313 |
Avg Bars in Winners | 181 | 168 | 193 | 181 | 168 | 193 |
Avg Bars in Losers | 814 | 786 | 846 | 814 | 786 | 846 |
Bars Traded | 23266 | 11346 | 11920 | 23266 | 11346 | 11920 |
Profit Streak | 1.9835 | 10.921 | 1.9835 | 1.9835 | 10.921 | 1.9835 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40885 | 194353 | 313008 | -40611 | 216714 | 344049 |
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{ "first_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 247, "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) |
---|