Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55892.6249 | 41419.1988 | 14473.4261 | 41300.9921 | 44066.2142 | -2765.2221 |
Total P&L (%) | 55.8926 | 41.4192 | 14.4734 | 41.301 | 44.0662 | -2.7652 |
Avg Daily Profit (%) | 0.2146 | 0.159 | 0.0556 | 0.1328 | 0.1403 | -0.0108 |
Buy And Hold Return (%) | 13.6404 | 13.6404 | 13.6404 | 13.6404 | 13.6404 | 13.6404 |
Max Trade Drawdown | -54262 | -34663 | -31982 | -48526 | -23150 | -28985 |
Profit Factor | 1.2954 | 1.5123 | 1.1336 | 1.2482 | 1.692 | 0.9731 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 77.2277 | 76 | 78.4314 | 77.2277 | 76 | 78.4314 |
Ratio Avg Win / Avg Loss | 0.382 | 0.4776 | 0.3117 | 0.368 | 0.5343 | 0.2676 |
Largest Winning Trade | 14463 | 11762 | 14463 | 11389 | 11389 | 9318 |
Largest Losing Trade | -31982 | -15537 | -31982 | -28985 | -11558 | -28985 |
Avg Bars in Trades | 243 | 253 | 233 | 243 | 253 | 233 |
Avg Bars in Winners | 123 | 134 | 113 | 123 | 134 | 113 |
Avg Bars in Losers | 650 | 631 | 670 | 650 | 631 | 670 |
Bars Traded | 24604 | 12672 | 11932 | 24604 | 12672 | 11932 |
Profit Streak | 5.4455 | 47.133 | 5.4455 | 5.4455 | 47.133 | 5.4455 |
Trades During Streak | 4 | 12 | 2 | 4 | 12 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300313 | -172450 | -517359 | -16324 | -184580 | -757365 |
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{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 213, "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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