Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87494.4947 | 14356.5007 | 73137.9941 | 85494.6666 | 1223.242 | 84271.4246 |
Total P&L (%) | 87.4945 | 14.3565 | 73.138 | 85.4947 | 1.2232 | 84.2714 |
Avg Daily Profit (%) | 0.336 | 0.0551 | 0.2808 | 0.2375 | 0.0047 | 0.235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59918 | -29580 | -50751 | -115731 | -56616 | -95187 |
Profit Factor | 1.4875 | 1.1897 | 1.7047 | 1.2773 | 1.0093 | 1.4776 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 74.7253 | 73.3333 | 76.087 | 74.7253 | 73.3333 | 76.087 |
Ratio Avg Win / Avg Loss | 0.5031 | 0.4326 | 0.5358 | 0.432 | 0.367 | 0.4644 |
Largest Winning Trade | 10553 | 9565 | 10553 | 17848 | 15532 | 17848 |
Largest Losing Trade | -33342 | -20627 | -33342 | -56125 | -36828 | -56125 |
Avg Bars in Trades | 269 | 157 | 379 | 269 | 157 | 379 |
Avg Bars in Winners | 163 | 86 | 235 | 163 | 86 | 235 |
Avg Bars in Losers | 583 | 351 | 836 | 583 | 351 | 836 |
Bars Traded | 24540 | 7076 | 17464 | 24540 | 7076 | 17464 |
Profit Streak | 10.7851 | 53.1809 | 10.7851 | 10.7851 | 53.1809 | 10.7851 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423797 | -159756 | 412924 | 347255 | -561008 | 364605 |
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{ "first_band": { "type": "kcu", "factors": { "length": 93, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 194, "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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