Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115478.3159 | 62130.8548 | 53347.4611 | 147605.3855 | 110019.761 | 37585.6246 |
Total P&L (%) | 115.4783 | 62.1309 | 53.3475 | 147.6054 | 110.0198 | 37.5856 |
Avg Daily Profit (%) | 0.4434 | 0.2386 | 0.2049 | 0.3488 | 0.2853 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28560 | -10070 | -40613 | -68508 | -15774 | -93651 |
Profit Factor | 1.7707 | 2.5323 | 1.4882 | 1.476 | 2.4096 | 1.162 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 44.3038 | 50 | 38.4615 | 44.3038 | 50 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.226 | 2.5323 | 2.3811 | 1.8556 | 2.4096 | 1.8592 |
Largest Winning Trade | 31738 | 25044 | 31738 | 42740 | 41803 | 42740 |
Largest Losing Trade | -15729 | -8126 | -15729 | -37206 | -12526 | -37206 |
Avg Bars in Trades | 300 | 74 | 532 | 300 | 74 | 532 |
Avg Bars in Winners | 497 | 113 | 1010 | 497 | 113 | 1010 |
Avg Bars in Losers | 142 | 35 | 232 | 142 | 35 | 232 |
Bars Traded | 23713 | 2964 | 20749 | 23713 | 2964 | 20749 |
Profit Streak | 10.8208 | 11.2374 | 10.8208 | 10.8208 | 11.2374 | 10.8208 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20298 | 431213 | 132486 | -22195 | 455968 | -78219 |
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{ "first_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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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