Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4547877.032 | 4630744.6148 | -82867.5829 | 502937.7457 | 552372.5968 | -49434.8511 |
Total P&L (%) | 4547.877 | 4630.7446 | -82.8676 | 502.9377 | 552.3726 | -49.4349 |
Avg Daily Profit (%) | 2.3156 | 2.3578 | -0.0422 | 0.0915 | 0.0955 | -0.0347 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -173478 | -56783 | -133058 | -479290 | -322608 | -313503 |
Profit Factor | 11.0402 | 20.8498 | 0.6228 | 1.2468 | 1.5309 | 0.9504 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 29.1667 | 30.5556 | 27.7778 | 29.1667 | 30.5556 | 27.7778 |
Ratio Avg Win / Avg Loss | 26.812 | 47.3859 | 1.6192 | 3.028 | 3.4793 | 2.4711 |
Largest Winning Trade | 4662623 | 4662623 | 45241 | 560003 | 560003 | 278258 |
Largest Losing Trade | -41138 | -41138 | -30460 | -313503 | -165787 | -313503 |
Avg Bars in Trades | 51 | 83 | 20 | 51 | 83 | 20 |
Avg Bars in Winners | 129 | 224 | 25 | 129 | 224 | 25 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 3737 | 3000 | 737 | 3737 | 3000 | 737 |
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 | -75167 | 453057 | -595296 | -330497 | -235742 | -595296 |
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{ "first_band": { "type": "rma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 4 } } }
# | 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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