Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15681.0841 | -5828.1713 | 21509.2553 | 15641.7568 | -7887.3409 | 23529.0977 |
Total P&L (%) | 15.6811 | -5.8282 | 21.5093 | 15.6418 | -7.8873 | 23.5291 |
Avg Daily Profit (%) | 0.3011 | -0.1119 | 0.413 | 0.2794 | -0.1576 | 0.4066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14321 | -14180 | -6734 | -18453 | -17681 | -8727 |
Profit Factor | 1.4177 | 0.7273 | 2.3303 | 1.3504 | 0.6888 | 2.2196 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.1538 | 57.5758 | 75 | 66.1538 | 57.5758 | 75 |
Ratio Avg Win / Avg Loss | 0.7253 | 0.5359 | 0.7768 | 0.6909 | 0.5075 | 0.7399 |
Largest Winning Trade | 5502 | 3443 | 5502 | 6111 | 3700 | 6111 |
Largest Losing Trade | -4927 | -4927 | -3444 | -6147 | -6147 | -3561 |
Avg Bars in Trades | 337 | 224 | 454 | 337 | 224 | 454 |
Avg Bars in Winners | 230 | 112 | 323 | 230 | 112 | 323 |
Avg Bars in Losers | 548 | 376 | 848 | 548 | 376 | 848 |
Bars Traded | 21957 | 7411 | 14546 | 21957 | 7411 | 14546 |
Profit Streak | 0 | 0 | 14.7394 | 0 | 0 | 14.7394 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137831 | -581322 | 292996 | -138731 | -581599 | 331802 |
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{ "first_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 234, "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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