Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775846.4256 | 507025.8769 | 268820.5487 | 5431682.9563 | 1535004.0163 | 3896678.9401 |
Total P&L (%) | 775.8464 | 507.0259 | 268.8205 | 5431.683 | 1535.004 | 3896.6789 |
Avg Daily Profit (%) | 0.442 | 0.2889 | 0.1532 | 0.2289 | 0.1593 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49760 | -99574 | -34106 | -1909669 | -2209900 | -899589 |
Profit Factor | 2.762 | 2.6518 | 3.0158 | 1.8333 | 1.3339 | 3.0274 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 50.7246 | 40 | 61.7647 | 50.7246 | 40 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.6831 | 3.9777 | 1.8669 | 1.7809 | 2.0009 | 1.8741 |
Largest Winning Trade | 264365 | 264365 | 60835 | 1465221 | 1465221 | 914491 |
Largest Losing Trade | -32301 | -32301 | -21963 | -780383 | -780383 | -508827 |
Avg Bars in Trades | 297 | 286 | 308 | 297 | 286 | 308 |
Avg Bars in Winners | 405 | 445 | 378 | 405 | 445 | 378 |
Avg Bars in Losers | 185 | 180 | 195 | 185 | 180 | 195 |
Bars Traded | 20508 | 10020 | 10488 | 20508 | 10020 | 10488 |
Profit Streak | 0 | 0 | 263.9196 | 0 | 0 | 263.9196 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90528 | 358445 | 571858 | -94142 | 186983 | 605260 |
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.66466 } }, "second_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 4 } } }
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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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