Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512344.4855 | 1427104.4505 | 85240.035 | 2577801.3762 | 1461182.3588 | 1116619.0173 |
Total P&L (%) | 1512.3445 | 1427.1045 | 85.24 | 2577.8014 | 1461.1824 | 1116.619 |
Avg Daily Profit (%) | 0.6656 | 0.6281 | 0.0375 | 0.1448 | 0.121 | 0.11 |
Buy And Hold Return (%) | 134.2282 | 134.2282 | 134.2282 | 134.2282 | 134.2282 | 134.2282 |
Max Trade Drawdown | -121660 | -79381 | -95486 | -4159452 | -3606132 | -2725254 |
Profit Factor | 3.4092 | 5.6745 | 1.2644 | 1.1706 | 1.1778 | 1.162 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.5192 | 6.4311 | 1.1853 | 1.2084 | 1.3348 | 1.0894 |
Largest Winning Trade | 1014270 | 1014270 | 51608 | 2263111 | 2263111 | 1157232 |
Largest Losing Trade | -58116 | -38173 | -58116 | -2180221 | -2180221 | -1788426 |
Avg Bars in Trades | 139 | 150 | 128 | 139 | 150 | 128 |
Avg Bars in Winners | 201 | 214 | 188 | 201 | 214 | 188 |
Avg Bars in Losers | 79 | 93 | 63 | 79 | 93 | 63 |
Bars Traded | 8771 | 4801 | 3970 | 8771 | 4801 | 3970 |
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 | -132771 | 674580 | -308531 | -183524 | -57248 | -87840 |
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{ "first_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.76137 } }, "second_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 2 } } }
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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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