Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -507795.284 | -6124.0053 | -501671.2787 | 1794638.6943 | 134648.1573 | 1659990.537 |
Total P&L (%) | -507.7953 | -6.124 | -501.6713 | 1794.6387 | 134.6482 | 1659.9905 |
Avg Daily Profit (%) | -0.2817 | -0.0034 | -0.2783 | 0.1633 | 0.0473 | 0.1592 |
Buy And Hold Return (%) | 1013.4137 | 1013.4137 | 1013.4137 | 1013.4137 | 1013.4137 | 1013.4137 |
Max Trade Drawdown | -755904 | -107540 | -711828 | -536979 | -476508 | -320131 |
Profit Factor | 0.4704 | 0.9662 | 0.3549 | 2.5012 | 1.1985 | 4.2089 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 37 | 17 | 20 |
Losing Trades | 23 | 12 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 59.6774 | 54.8387 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.2774 | 0.6102 | 0.1952 | 1.69 | 0.987 | 2.3149 |
Largest Winning Trade | 43302 | 16913 | 43302 | 963496 | 221618 | 963496 |
Largest Losing Trade | -360075 | -42266 | -360075 | -222053 | -181313 | -222053 |
Avg Bars in Trades | 80 | 32 | 128 | 80 | 32 | 128 |
Avg Bars in Winners | 43 | 12 | 72 | 60 | 16 | 97 |
Avg Bars in Losers | 141 | 62 | 228 | 109 | 50 | 184 |
Bars Traded | 4964 | 994 | 3970 | 4964 | 994 | 3970 |
Profit Streak | 91.3544 | 187.6878 | 91.3544 | 91.3544 | 187.6878 | 91.3544 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736117 | -577996 | -577575 | -151682 | -297330 | 316943 |
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{ "first_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.72693 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.72693 } } }
# | 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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