Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109705.0201 | 76474.3905 | 33230.6296 | 110895.2293 | 71866.4623 | 39028.767 |
Total P&L (%) | 109.705 | 76.4744 | 33.2306 | 110.8952 | 71.8665 | 39.0288 |
Avg Daily Profit (%) | 0.4372 | 0.3048 | 0.1324 | 0.2978 | 0.2161 | 0.1314 |
Buy And Hold Return (%) | 25.9514 | 25.9514 | 25.9514 | 25.9514 | 25.9514 | 25.9514 |
Max Trade Drawdown | -55011 | -27543 | -50776 | -53392 | -49719 | -47179 |
Profit Factor | 1.6142 | 1.9557 | 1.3371 | 1.5372 | 1.7284 | 1.3622 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 74.1935 | 76.5957 | 71.7391 | 74.1935 | 76.5957 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.5615 | 0.5976 | 0.5267 | 0.5347 | 0.5281 | 0.5366 |
Largest Winning Trade | 16305 | 16305 | 8673 | 20005 | 20005 | 11726 |
Largest Losing Trade | -50776 | -15622 | -50776 | -47179 | -29294 | -47179 |
Avg Bars in Trades | 252 | 253 | 250 | 252 | 253 | 250 |
Avg Bars in Winners | 139 | 150 | 127 | 139 | 150 | 127 |
Avg Bars in Losers | 576 | 592 | 561 | 576 | 592 | 561 |
Bars Traded | 23442 | 11924 | 11518 | 23442 | 11924 | 11518 |
Profit Streak | 26.7792 | 37.675 | 26.7792 | 26.7792 | 37.675 | 26.7792 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420584 | 357645 | -93607 | 364368 | 308873 | -26506 |
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 128, "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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