Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70857.4943 | 31836.0183 | 39021.476 | 69579.339 | 35481.2072 | 34098.1318 |
Total P&L (%) | 70.8575 | 31.836 | 39.0215 | 69.5793 | 35.4812 | 34.0981 |
Avg Daily Profit (%) | 0.2721 | 0.1222 | 0.1498 | 0.203 | 0.1167 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35108 | -22806 | -35108 | -73530 | -38874 | -73530 |
Profit Factor | 1.5806 | 1.5302 | 1.6294 | 1.3308 | 1.3704 | 1.2977 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 77.4648 | 71.4286 | 83.3333 | 77.4648 | 71.4286 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.4598 | 0.6121 | 0.3259 | 0.3871 | 0.5482 | 0.2595 |
Largest Winning Trade | 12568 | 12568 | 12157 | 19517 | 17924 | 19517 |
Largest Losing Trade | -35108 | -16661 | -35108 | -73530 | -28038 | -73530 |
Avg Bars in Trades | 338 | 389 | 289 | 338 | 389 | 289 |
Avg Bars in Winners | 203 | 226 | 184 | 203 | 226 | 184 |
Avg Bars in Losers | 802 | 795 | 812 | 802 | 795 | 812 |
Bars Traded | 24027 | 13621 | 10406 | 24027 | 13621 | 10406 |
Profit Streak | 8.063 | 0 | 11.7088 | 8.063 | 0 | 11.7088 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79791 | -31559 | 303241 | -81936 | -39646 | -43402 |
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 242, "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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