Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42898.0504 | -9908.339 | 52806.3894 | 45246.4508 | -17779.5843 | 63026.0351 |
Total P&L (%) | 42.8981 | -9.9083 | 52.8064 | 45.2465 | -17.7796 | 63.026 |
Avg Daily Profit (%) | 0.4942 | -0.1141 | 0.6083 | 0.4309 | -0.2253 | 0.5646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18968 | -21056 | -11930 | -23365 | -30531 | -13557 |
Profit Factor | 1.6506 | 0.7653 | 3.2258 | 1.5325 | 0.6819 | 3.1674 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 66.6667 | 61.1111 | 72.2222 | 66.6667 | 61.1111 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.8253 | 0.487 | 1.2407 | 0.7662 | 0.4339 | 1.2182 |
Largest Winning Trade | 20222 | 3334 | 20222 | 24431 | 4020 | 24431 |
Largest Losing Trade | -15663 | -15663 | -8801 | -22439 | -22439 | -10121 |
Avg Bars in Trades | 333 | 198 | 468 | 333 | 198 | 468 |
Avg Bars in Winners | 224 | 122 | 310 | 224 | 122 | 310 |
Avg Bars in Losers | 551 | 318 | 878 | 551 | 318 | 878 |
Bars Traded | 24031 | 7160 | 16871 | 24031 | 7160 | 16871 |
Profit Streak | 0.9915 | 0 | 7.2276 | 0.9915 | 0 | 7.2276 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77738 | -581008 | 632453 | -78580 | -581008 | 639474 |
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{ "first_band": { "type": "kcu", "factors": { "length": 120, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 213, "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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