Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1415238.4248 | 1263474.9836 | 151763.4412 | 6151694.1669 | 1207814.7981 | 4943879.3687 |
Total P&L (%) | 1415.2384 | 1263.475 | 151.7634 | 6151.6942 | 1207.8148 | 4943.8794 |
Avg Daily Profit (%) | 0.7608 | 0.6792 | 0.0816 | 0.2226 | 0.1383 | 0.211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64601 | -46797 | -64952 | -4979451 | -3004286 | -1975164 |
Profit Factor | 4.516 | 7.856 | 1.6955 | 1.4811 | 1.1831 | 1.7987 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 34.1176 | 27.907 | 40.4762 | 34.1176 | 27.907 | 40.4762 |
Ratio Avg Win / Avg Loss | 8.7206 | 20.2947 | 2.4933 | 2.8601 | 3.0563 | 2.6452 |
Largest Winning Trade | 1049573 | 1049573 | 64436 | 4092899 | 2592255 | 4092899 |
Largest Losing Trade | -30410 | -13202 | -30410 | -1882286 | -1482837 | -1882286 |
Avg Bars in Trades | 247 | 179 | 317 | 247 | 179 | 317 |
Avg Bars in Winners | 553 | 440 | 633 | 553 | 440 | 633 |
Avg Bars in Losers | 89 | 78 | 102 | 89 | 78 | 102 |
Bars Traded | 21046 | 7709 | 13336 | 21046 | 7709 | 13336 |
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 | 515582 | 133570 | -84472 | 164985 | -42950 | 283791 |
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{ "first_band": { "type": "rma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 1 } } }
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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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