Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654969.1865 | 434030.6612 | 220938.5253 | 1270303.344 | -752397.7654 | 2022701.1094 |
Total P&L (%) | 654.9692 | 434.0307 | 220.9385 | 1270.3033 | -752.3978 | 2022.7011 |
Avg Daily Profit (%) | 0.3628 | 0.2404 | 0.1224 | 0.1451 | 0 | 0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81902 | -94521 | -24845 | -2251367 | -2674190 | -555865 |
Profit Factor | 2.9241 | 2.9407 | 2.8923 | 1.1916 | 0.8362 | 1.9934 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 6 | 13 | 19 | 6 | 13 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 32.7586 | 20.6897 | 44.8276 | 32.7586 | 20.6897 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.0021 | 11.2726 | 3.5597 | 2.4459 | 3.2055 | 2.4535 |
Largest Winning Trade | 441068 | 441068 | 68454 | 1298830 | 1298830 | 742763 |
Largest Losing Trade | -23768 | -23768 | -15071 | -575057 | -575057 | -384716 |
Avg Bars in Trades | 123 | 82 | 163 | 123 | 82 | 163 |
Avg Bars in Winners | 274 | 235 | 292 | 274 | 235 | 292 |
Avg Bars in Losers | 49 | 43 | 59 | 49 | 43 | 59 |
Bars Traded | 7149 | 2403 | 4746 | 7149 | 2403 | 4746 |
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 | -171469 | -35285 | -26168 | -194056 | -626867 | 341893 |
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{ "first_band": { "type": "rma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 2 } } }
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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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