Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13044.7561 | -4325.7756 | 17370.5317 | 13035.2282 | -4562.6908 | 17597.9191 |
Total P&L (%) | 13.0448 | -4.3258 | 17.3705 | 13.0352 | -4.5627 | 17.5979 |
Avg Daily Profit (%) | 0.7514 | -0.2492 | 1.0006 | 0.7083 | -0.2687 | 0.9381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12462 | -8189 | -6834 | -12579 | -8373 | -6730 |
Profit Factor | 1.4453 | 0.6821 | 2.1072 | 1.426 | 0.6763 | 2.0662 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 59.2593 | 51.2195 | 67.5 | 59.2593 | 51.2195 | 67.5 |
Ratio Avg Win / Avg Loss | 0.9936 | 0.6496 | 1.0146 | 0.9804 | 0.6441 | 0.9948 |
Largest Winning Trade | 4646 | 1896 | 4646 | 4672 | 1954 | 4672 |
Largest Losing Trade | -4861 | -4123 | -4861 | -4804 | -4154 | -4804 |
Avg Bars in Trades | 256 | 76 | 440 | 256 | 76 | 440 |
Avg Bars in Winners | 263 | 61 | 420 | 263 | 61 | 420 |
Avg Bars in Losers | 245 | 92 | 479 | 245 | 92 | 479 |
Bars Traded | 20736 | 3136 | 17600 | 20736 | 3136 | 17600 |
Profit Streak | 15.5219 | 15.5219 | 15.6552 | 15.5219 | 15.5219 | 15.6552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74752 | -581613 | 303964 | -75535 | -581613 | 244619 |
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{ "first_band": { "type": "kcu", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 86, "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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