Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83746.9466 | 10395.9054 | 73351.0412 | 103564.0084 | 14816.2128 | 88747.7956 |
Total P&L (%) | 83.7469 | 10.3959 | 73.351 | 103.564 | 14.8162 | 88.7478 |
Avg Daily Profit (%) | 0.3216 | 0.0399 | 0.2817 | 0.2733 | 0.0531 | 0.2442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32402 | -25011 | -17430 | -39633 | -31551 | -19532 |
Profit Factor | 1.6659 | 1.121 | 2.8422 | 1.6445 | 1.136 | 2.7149 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 76.1364 | 70.4545 | 81.8182 | 76.1364 | 70.4545 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.5221 | 0.4701 | 0.6316 | 0.5154 | 0.4764 | 0.6033 |
Largest Winning Trade | 7761 | 7761 | 7200 | 13939 | 13939 | 11442 |
Largest Losing Trade | -26758 | -26758 | -10813 | -27698 | -27698 | -11835 |
Avg Bars in Trades | 265 | 304 | 227 | 265 | 304 | 227 |
Avg Bars in Winners | 150 | 165 | 137 | 150 | 165 | 137 |
Avg Bars in Losers | 633 | 634 | 632 | 633 | 634 | 632 |
Bars Traded | 23387 | 13379 | 10008 | 23387 | 13379 | 10008 |
Profit Streak | 0 | 0 | 18.7165 | 0 | 0 | 18.7165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415556 | -380869 | 513235 | 399217 | -209276 | 492871 |
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{ "first_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 237, "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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