Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726118.7066 | 601492.2694 | 124626.4372 | 3718574.6335 | 1872660.4101 | 1845914.2234 |
Total P&L (%) | 726.1187 | 601.4923 | 124.6264 | 3718.5746 | 1872.6604 | 1845.9142 |
Avg Daily Profit (%) | 0.3675 | 0.3044 | 0.0631 | 0.1845 | 0.151 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130839 | -69697 | -121831 | -7287435 | -3574786 | -3877605 |
Profit Factor | 2.531 | 3.5176 | 1.5295 | 1.3549 | 1.3645 | 1.3456 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 33.7079 | 35.5556 | 31.8182 | 33.7079 | 35.5556 | 31.8182 |
Ratio Avg Win / Avg Loss | 4.9776 | 6.3757 | 3.2775 | 2.6646 | 2.4732 | 2.8834 |
Largest Winning Trade | 183628 | 183628 | 78686 | 2319163 | 2251102 | 2319163 |
Largest Losing Trade | -50755 | -32704 | -50755 | -3360460 | -1180237 | -3360460 |
Avg Bars in Trades | 124 | 110 | 139 | 124 | 110 | 139 |
Avg Bars in Winners | 277 | 227 | 333 | 277 | 227 | 333 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 11107 | 4955 | 6152 | 11107 | 4955 | 6152 |
Profit Streak | 620.0922 | 620.0922 | 622.7588 | 620.0922 | 620.0922 | 622.7588 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329539 | 384112 | -112544 | 154635 | 152653 | 95676 |
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{ "first_band": { "type": "kcb", "factors": { "length": 244, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.72169 } } }
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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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