Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510033.0708 | 1501807.0052 | 8226.0656 | 851256.7412 | -519241.6083 | 1370498.3495 |
Total P&L (%) | 1510.0331 | 1501.807 | 8.2261 | 851.2567 | -519.2416 | 1370.4984 |
Avg Daily Profit (%) | 0.8087 | 0.8043 | 0.0044 | 0.1207 | 0 | 0.1441 |
Buy And Hold Return (%) | 559.5796 | 559.5796 | 559.5796 | 559.5796 | 559.5796 | 559.5796 |
Max Trade Drawdown | -146607 | -91494 | -96061 | -4288047 | -3803058 | -2532114 |
Profit Factor | 3.2177 | 5.1365 | 1.0259 | 1.0563 | 0.9411 | 1.2179 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 30.1075 | 21.2766 | 39.1304 | 30.1075 | 21.2766 | 39.1304 |
Ratio Avg Win / Avg Loss | 7.4698 | 19.0051 | 1.5958 | 2.4522 | 3.4821 | 1.8945 |
Largest Winning Trade | 1022933 | 1022933 | 59573 | 2462697 | 2462697 | 1760184 |
Largest Losing Trade | -35612 | -35253 | -35612 | -1323877 | -1323877 | -1179757 |
Avg Bars in Trades | 77 | 64 | 91 | 77 | 64 | 91 |
Avg Bars in Winners | 173 | 166 | 178 | 173 | 166 | 178 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 7249 | 3043 | 4206 | 7249 | 3043 | 4206 |
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 | 304441 | -28749 | -547810 | -206447 | -624422 | -7652 |
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{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 48, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.63226 } } }
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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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