Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72703.9826 | 41812.4039 | 30891.5787 | 58792.4646 | 69574.5637 | -10782.0991 |
Total P&L (%) | 72.704 | 41.8124 | 30.8916 | 58.7925 | 69.5746 | -10.7821 |
Avg Daily Profit (%) | 0.2792 | 0.1606 | 0.1186 | 0.1777 | 0.203 | -0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59958 | -16796 | -60519 | -156962 | -23453 | -157170 |
Profit Factor | 1.4558 | 1.7275 | 1.3027 | 1.1591 | 1.6061 | 0.9577 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 71.25 | 67.5 | 75 | 71.25 | 67.5 | 75 |
Ratio Avg Win / Avg Loss | 0.5874 | 0.8318 | 0.4342 | 0.4677 | 0.7733 | 0.3192 |
Largest Winning Trade | 19011 | 15048 | 19011 | 30816 | 29029 | 30816 |
Largest Losing Trade | -33346 | -16796 | -33346 | -99420 | -22729 | -99420 |
Avg Bars in Trades | 305 | 309 | 300 | 305 | 309 | 300 |
Avg Bars in Winners | 158 | 165 | 152 | 158 | 165 | 152 |
Avg Bars in Losers | 668 | 609 | 745 | 668 | 609 | 745 |
Bars Traded | 24420 | 12398 | 12022 | 24420 | 12398 | 12022 |
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 | -14473 | 238343 | -37368 | -62626 | 316147 | -578904 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 108, "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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