Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73163.0325 | 59970.7838 | 13192.2488 | 49673.3073 | 34612.421 | 15060.8863 |
Total P&L (%) | 73.163 | 59.9708 | 13.1922 | 49.6733 | 34.6124 | 15.0609 |
Avg Daily Profit (%) | 0.2916 | 0.239 | 0.0526 | 0.1609 | 0.1185 | 0.0559 |
Buy And Hold Return (%) | 23.381 | 23.381 | 23.381 | 23.381 | 23.381 | 23.381 |
Max Trade Drawdown | -70450 | -29527 | -40923 | -59511 | -44528 | -29405 |
Profit Factor | 1.4314 | 1.7095 | 1.1551 | 1.2818 | 1.358 | 1.1892 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
Profitability (%) | 78.8732 | 83.3333 | 74.2857 | 78.8732 | 83.3333 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.3834 | 0.3419 | 0.3998 | 0.3433 | 0.2716 | 0.4116 |
Largest Winning Trade | 18820 | 18820 | 9364 | 14216 | 14216 | 8179 |
Largest Losing Trade | -40923 | -29527 | -40923 | -32774 | -32774 | -29405 |
Avg Bars in Trades | 327 | 326 | 329 | 327 | 326 | 329 |
Avg Bars in Winners | 190 | 177 | 205 | 190 | 177 | 205 |
Avg Bars in Losers | 840 | 1068 | 688 | 840 | 1068 | 688 |
Bars Traded | 23271 | 11739 | 11532 | 23271 | 11739 | 11532 |
Profit Streak | 22.1777 | 33.0215 | 22.1777 | 22.1777 | 33.0215 | 22.1777 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82588 | 331399 | -337794 | -87682 | -48035 | -295826 |
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{ "first_band": { "type": "kcb", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 128, "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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