Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102634.5612 | 8653.0571 | 93981.504 | 49776.3183 | 7349.2178 | 42427.1005 |
Total P&L (%) | 102.6346 | 8.6531 | 93.9815 | 49.7763 | 7.3492 | 42.4271 |
Avg Daily Profit (%) | 0.1971 | 0.0166 | 0.1804 | 0.0776 | 0.0136 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105676 | -70771 | -84355 | -81552 | -52287 | -58816 |
Profit Factor | 1.3672 | 1.0846 | 1.5303 | 1.2136 | 1.1023 | 1.2632 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 64.8649 | 59.4595 | 70.2703 | 64.8649 | 59.4595 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.7406 | 0.7395 | 0.6474 | 0.6574 | 0.7516 | 0.5345 |
Largest Winning Trade | 41815 | 18049 | 41815 | 22404 | 10107 | 22404 |
Largest Losing Trade | -33142 | -25784 | -33142 | -36926 | -20222 | -36926 |
Avg Bars in Trades | 332 | 87 | 576 | 332 | 87 | 576 |
Avg Bars in Winners | 227 | 58 | 371 | 227 | 58 | 371 |
Avg Bars in Losers | 525 | 131 | 1063 | 525 | 131 | 1063 |
Bars Traded | 24592 | 3246 | 21346 | 24592 | 3246 | 21346 |
Profit Streak | 38.2888 | 38.2888 | 65.6222 | 38.2888 | 38.2888 | 65.6222 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59286 | -464353 | 388129 | -158522 | -448872 | -102549 |
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{ "first_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.23229 } } }
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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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