Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128479.0173 | -40710.0318 | 169189.0491 | 107833.6127 | -138105.8635 | 245939.4762 |
Total P&L (%) | 128.479 | -40.71 | 169.189 | 107.8336 | -138.1059 | 245.9395 |
Avg Daily Profit (%) | 0.124 | -0.0393 | 0.1633 | 0.0706 | 0 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36958 | -70475 | -14909 | -112133 | -182244 | -20891 |
Profit Factor | 1.5478 | 0.763 | 3.6952 | 1.285 | 0.5431 | 4.2296 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 70.5882 | 64.7059 | 76.4706 | 70.5882 | 64.7059 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.6449 | 0.4162 | 1.137 | 0.5354 | 0.2962 | 1.3014 |
Largest Winning Trade | 33447 | 33447 | 21288 | 36175 | 36175 | 35130 |
Largest Losing Trade | -37036 | -33487 | -37036 | -96629 | -96629 | -37036 |
Avg Bars in Trades | 88 | 59 | 117 | 88 | 59 | 117 |
Avg Bars in Winners | 47 | 21 | 70 | 47 | 21 | 70 |
Avg Bars in Losers | 185 | 129 | 270 | 185 | 129 | 270 |
Bars Traded | 6009 | 2018 | 3991 | 6009 | 2018 | 3991 |
Profit Streak | 2.6104 | 93.6104 | 0 | 2.6104 | 93.6104 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139918 | -578329 | 592134 | -212669 | -578329 | -23499 |
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{ "first_band": { "type": "kcu", "factors": { "length": 27, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 27, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 114, "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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