Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43701.3982 | 4358.6199 | 39342.7782 | 48144.0244 | 3579.2979 | 44564.7266 |
Total P&L (%) | 43.7014 | 4.3586 | 39.3428 | 48.144 | 3.5793 | 44.5647 |
Avg Daily Profit (%) | 0.5034 | 0.0502 | 0.4532 | 0.4538 | 0.0405 | 0.4255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13497 | -8254 | -11297 | -16762 | -10284 | -13877 |
Profit Factor | 1.8882 | 1.2509 | 2.2359 | 1.7897 | 1.1669 | 2.1277 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 58.3333 | 61.9048 | 54.7619 | 58.3333 | 61.9048 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.3487 | 0.7698 | 1.8471 | 1.2783 | 0.7181 | 1.7577 |
Largest Winning Trade | 21711 | 2602 | 21711 | 26426 | 2864 | 26426 |
Largest Losing Trade | -10444 | -4038 | -10444 | -12835 | -5120 | -12835 |
Avg Bars in Trades | 272 | 117 | 427 | 272 | 117 | 427 |
Avg Bars in Winners | 222 | 110 | 348 | 222 | 110 | 348 |
Avg Bars in Losers | 342 | 128 | 523 | 342 | 128 | 523 |
Bars Traded | 22887 | 4922 | 17965 | 22887 | 4922 | 17965 |
Profit Streak | 7.6346 | 16.5756 | 7.6346 | 7.6346 | 16.5756 | 7.6346 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423456 | -291738 | 418074 | 415548 | -341678 | 418729 |
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{ "first_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 240, "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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