Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127375.8364 | 62204.7635 | 65171.0729 | 185107.8778 | 125631.9482 | 59475.9297 |
Total P&L (%) | 127.3758 | 62.2048 | 65.1711 | 185.1079 | 125.6319 | 59.4759 |
Avg Daily Profit (%) | 0.4891 | 0.2389 | 0.2503 | 0.4031 | 0.313 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25683 | -15147 | -35412 | -62366 | -28090 | -84239 |
Profit Factor | 2.0711 | 2.7958 | 1.7732 | 1.7061 | 2.8691 | 1.3051 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Profitability (%) | 48.3333 | 60 | 36.6667 | 48.3333 | 60 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.2139 | 1.8638 | 3.0628 | 1.8237 | 1.9127 | 2.2542 |
Largest Winning Trade | 31272 | 25438 | 31272 | 48109 | 48109 | 44637 |
Largest Losing Trade | -14043 | -10386 | -14043 | -33687 | -16773 | -33687 |
Avg Bars in Trades | 402 | 101 | 704 | 402 | 101 | 704 |
Avg Bars in Winners | 622 | 129 | 1429 | 622 | 129 | 1429 |
Avg Bars in Losers | 197 | 60 | 284 | 197 | 60 | 284 |
Bars Traded | 24176 | 3047 | 21129 | 24176 | 3047 | 21129 |
Profit Streak | 5.444 | 24.4127 | 0 | 5.444 | 24.4127 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160806 | 507147 | 160669 | -162245 | 553751 | 48276 |
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } } }
# | 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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