Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2021511.2334 | 1969109.7257 | 52401.5077 | 30797447.5207 | 34228679.2549 | -3431231.7342 |
Total P&L (%) | 2021.5112 | 1969.1097 | 52.4015 | 30797.4475 | 34228.6793 | -3431.2317 |
Avg Daily Profit (%) | 0.8896 | 0.8666 | 0.0231 | 0.2526 | 0.2573 | 0 |
Buy And Hold Return (%) | 8433.4956 | 8433.4956 | 8433.4956 | 8433.4956 | 8433.4956 | 8433.4956 |
Max Trade Drawdown | -77606 | -48465 | -63992 | -24479657 | -12694991 | -12489076 |
Profit Factor | 6.167 | 12.3259 | 1.2411 | 1.5687 | 2.3276 | 0.8791 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50 | 47.0588 | 52.9412 | 50 | 47.0588 | 52.9412 |
Ratio Avg Win / Avg Loss | 6.167 | 13.8666 | 1.1032 | 1.5687 | 2.6185 | 0.7814 |
Largest Winning Trade | 1164240 | 1164240 | 49644 | 35702927 | 35702927 | 12326530 |
Largest Losing Trade | -25690 | -20418 | -25690 | -8352447 | -8352447 | -6946421 |
Avg Bars in Trades | 96 | 90 | 101 | 96 | 90 | 101 |
Avg Bars in Winners | 149 | 143 | 154 | 149 | 143 | 154 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 6543 | 3084 | 3459 | 6543 | 3084 | 3459 |
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 | -257505 | -145186 | -327748 | -104707 | 346629 | -580413 |
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{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.06416 } }, "second_band": { "type": "kcb", "factors": { "length": 57, "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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