Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129130.2212 | 88512.5039 | 40617.7173 | 164702.2571 | 126686.5876 | 38015.6695 |
Total P&L (%) | 129.1302 | 88.5125 | 40.6177 | 164.7023 | 126.6866 | 38.0157 |
Avg Daily Profit (%) | 0.4959 | 0.3399 | 0.156 | 0.3745 | 0.3148 | 0.1238 |
Buy And Hold Return (%) | 33.6647 | 33.6647 | 33.6647 | 33.6647 | 33.6647 | 33.6647 |
Max Trade Drawdown | -40611 | -25350 | -38211 | -78346 | -32107 | -78346 |
Profit Factor | 1.5365 | 1.9038 | 1.2845 | 1.4379 | 1.8735 | 1.1645 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 70.7965 | 67.8571 | 73.6842 | 70.7965 | 67.8571 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6338 | 0.9018 | 0.4588 | 0.5931 | 0.8875 | 0.4159 |
Largest Winning Trade | 13256 | 13256 | 12538 | 20963 | 20963 | 17637 |
Largest Losing Trade | -30902 | -14890 | -30902 | -78346 | -28529 | -78346 |
Avg Bars in Trades | 214 | 204 | 225 | 214 | 204 | 225 |
Avg Bars in Winners | 133 | 121 | 144 | 133 | 121 | 144 |
Avg Bars in Losers | 411 | 379 | 449 | 411 | 379 | 449 |
Bars Traded | 24269 | 11436 | 12833 | 24269 | 11436 | 12833 |
Profit Streak | 0 | 9.4372 | 0 | 0 | 9.4372 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342810 | -171813 | -274334 | 317588 | -171078 | -372908 |
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.49124 } } }
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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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