Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635539.8635 | 1435900.8496 | 199639.0139 | 3452873.9 | -2220984.1599 | 5673858.0599 |
Total P&L (%) | 1635.5399 | 1435.9009 | 199.639 | 3452.8739 | -2220.9842 | 5673.8581 |
Avg Daily Profit (%) | 0.6924 | 0.6079 | 0.0845 | 0.1513 | 0 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106484 | -54965 | -85386 | -5798031 | -3841528 | -2151448 |
Profit Factor | 4.8242 | 6.9465 | 2.0721 | 1.2854 | 0.7109 | 2.2852 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 40.3509 | 31.0345 | 50 | 40.3509 | 31.0345 | 50 |
Ratio Avg Win / Avg Loss | 7.1315 | 15.4367 | 2.0721 | 1.9002 | 1.5798 | 2.2852 |
Largest Winning Trade | 1382603 | 1382603 | 59846 | 3380985 | 1319829 | 3380985 |
Largest Losing Trade | -51488 | -20986 | -51488 | -1838868 | -1838868 | -1726300 |
Avg Bars in Trades | 118 | 92 | 145 | 118 | 92 | 145 |
Avg Bars in Winners | 220 | 187 | 242 | 220 | 187 | 242 |
Avg Bars in Losers | 49 | 50 | 49 | 49 | 50 | 49 |
Bars Traded | 6771 | 2691 | 4080 | 6771 | 2691 | 4080 |
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 | -163339 | 454390 | -97227 | -174525 | -585430 | -8907 |
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{ "first_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 26, "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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