Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409289.3202 | 1384075.1536 | 25214.1666 | 54052.3811 | 88118.7445 | -34066.3633 |
Total P&L (%) | 1409.2893 | 1384.0752 | 25.2142 | 54.0524 | 88.1187 | -34.0664 |
Avg Daily Profit (%) | 0.6767 | 0.6646 | 0.0121 | 0.0208 | 0.0303 | -0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127470 | -131185 | -80766 | -886454 | -899543 | -380052 |
Profit Factor | 2.6582 | 3.6146 | 1.0787 | 1.0161 | 1.0417 | 0.9725 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 121 | 68 | 53 | 121 | 68 | 53 |
Profitability (%) | 30.4598 | 21.8391 | 39.0805 | 30.4598 | 21.8391 | 39.0805 |
Ratio Avg Win / Avg Loss | 6.0687 | 12.9364 | 1.6814 | 2.3198 | 3.7281 | 1.516 |
Largest Winning Trade | 1431978 | 1431978 | 62753 | 972587 | 972587 | 216296 |
Largest Losing Trade | -33019 | -33019 | -30085 | -257427 | -257427 | -202507 |
Avg Bars in Trades | 140 | 173 | 107 | 140 | 173 | 107 |
Avg Bars in Winners | 281 | 438 | 193 | 281 | 438 | 193 |
Avg Bars in Losers | 78 | 99 | 52 | 78 | 99 | 52 |
Bars Traded | 24412 | 15059 | 9353 | 24412 | 15059 | 9353 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377826 | -25279 | -317653 | -374570 | -369973 | -582568 |
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{ "first_band": { "type": "rma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 35, "offset": 144, "scalar": 3 } } }
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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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