Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111554.3277 | 16547.8247 | 95006.503 | 103401.3898 | 10415.3165 | 92986.0733 |
Total P&L (%) | 111.5543 | 16.5478 | 95.0065 | 103.4014 | 10.4153 | 92.9861 |
Avg Daily Profit (%) | 0.2142 | 0.0318 | 0.1824 | 0.1364 | 0.019 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52846 | -27996 | -52846 | -72281 | -35587 | -72281 |
Profit Factor | 1.7009 | 1.239 | 2.0566 | 1.5107 | 1.1192 | 1.8078 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 71.9512 | 65.8537 | 78.0488 | 71.9512 | 65.8537 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.6631 | 0.6424 | 0.5784 | 0.5889 | 0.5803 | 0.5085 |
Largest Winning Trade | 25917 | 10272 | 25917 | 24587 | 12271 | 24587 |
Largest Losing Trade | -52846 | -24722 | -52846 | -72281 | -30468 | -72281 |
Avg Bars in Trades | 300 | 133 | 467 | 300 | 133 | 467 |
Avg Bars in Winners | 205 | 73 | 316 | 205 | 73 | 316 |
Avg Bars in Losers | 544 | 249 | 1004 | 544 | 249 | 1004 |
Bars Traded | 24627 | 5478 | 19150 | 24627 | 5478 | 19150 |
Profit Streak | 23.7245 | 0 | 55.5161 | 23.7245 | 0 | 55.5161 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 90348 | -160067 | 474117 | -16891 | -409821 | -19173 |
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{ "first_band": { "type": "kcu", "factors": { "length": 99, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 214, "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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