Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98814.5569 | 7601.6428 | 91212.9141 | 48267.6966 | 8438.6927 | 39829.0039 |
Total P&L (%) | 98.8146 | 7.6016 | 91.2129 | 48.2677 | 8.4387 | 39.829 |
Avg Daily Profit (%) | 0.1897 | 0.0146 | 0.1751 | 0.0756 | 0.0156 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87770 | -25086 | -73732 | -130068 | -37162 | -107473 |
Profit Factor | 1.4419 | 1.1129 | 1.5836 | 1.1436 | 1.094 | 1.1616 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 68.0556 | 63.8889 | 72.2222 | 68.0556 | 63.8889 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6768 | 0.629 | 0.6091 | 0.5368 | 0.6183 | 0.4468 |
Largest Winning Trade | 25244 | 8134 | 25244 | 28702 | 15769 | 28702 |
Largest Losing Trade | -56648 | -16208 | -56648 | -74942 | -15504 | -74942 |
Avg Bars in Trades | 334 | 70 | 597 | 334 | 70 | 597 |
Avg Bars in Winners | 230 | 41 | 397 | 230 | 41 | 397 |
Avg Bars in Losers | 555 | 122 | 1119 | 555 | 122 | 1119 |
Bars Traded | 24071 | 2547 | 21524 | 24071 | 2547 | 21524 |
Profit Streak | 0 | 95.8336 | 0 | 0 | 95.8336 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74910 | -434582 | 355275 | -239426 | -454083 | -151266 |
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 77, "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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