Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122664.6919 | 72819.4066 | 49845.2853 | 151787.3074 | 104269.5508 | 47517.7566 |
Total P&L (%) | 122.6647 | 72.8194 | 49.8453 | 151.7873 | 104.2696 | 47.5178 |
Avg Daily Profit (%) | 0.471 | 0.2796 | 0.1914 | 0.3552 | 0.2747 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27366 | -13663 | -27266 | -63327 | -22977 | -59666 |
Profit Factor | 1.9179 | 2.33 | 1.6319 | 1.6221 | 2.1159 | 1.3156 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 41.1765 | 37.2093 | 45.2381 | 41.1765 | 37.2093 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.7399 | 3.9319 | 1.9755 | 2.3173 | 3.5706 | 1.5926 |
Largest Winning Trade | 75320 | 75320 | 19636 | 109971 | 109971 | 24377 |
Largest Losing Trade | -14625 | -6298 | -14625 | -37437 | -13765 | -37437 |
Avg Bars in Trades | 281 | 123 | 444 | 281 | 123 | 444 |
Avg Bars in Winners | 517 | 223 | 766 | 517 | 223 | 766 |
Avg Bars in Losers | 116 | 63 | 178 | 116 | 63 | 178 |
Bars Traded | 23949 | 5291 | 18658 | 23949 | 5291 | 18658 |
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 | 323268 | 231118 | 219107 | 267082 | 214715 | 105342 |
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{ "first_band": { "type": "kcu", "factors": { "length": 202, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 28, "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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