Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76717.032 | 6220.435 | 70496.597 | 88583.6503 | 7580.6545 | 81002.9958 |
Total P&L (%) | 76.717 | 6.2204 | 70.4966 | 88.5837 | 7.5807 | 81.003 |
Avg Daily Profit (%) | 0.2946 | 0.0239 | 0.2707 | 0.2439 | 0.0281 | 0.2281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30401 | -27048 | -18978 | -37918 | -35779 | -22659 |
Profit Factor | 1.5352 | 1.068 | 2.3586 | 1.4579 | 1.0635 | 2.0935 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 70.9302 | 65.1163 | 76.7442 | 70.9302 | 65.1163 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.6292 | 0.5722 | 0.7147 | 0.5975 | 0.5697 | 0.6344 |
Largest Winning Trade | 7886 | 7886 | 7710 | 10566 | 9602 | 10566 |
Largest Losing Trade | -24271 | -24271 | -12534 | -27400 | -27400 | -17637 |
Avg Bars in Trades | 285 | 306 | 263 | 285 | 306 | 263 |
Avg Bars in Winners | 163 | 176 | 152 | 163 | 176 | 152 |
Avg Bars in Losers | 581 | 548 | 630 | 581 | 548 | 630 |
Bars Traded | 24514 | 13168 | 11345 | 24514 | 13168 | 11345 |
Profit Streak | 0 | 9.2067 | 0 | 0 | 9.2067 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363937 | -472824 | 434235 | 331323 | -472230 | 402707 |
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{ "first_band": { "type": "kcb", "factors": { "length": 169, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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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