Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102078.8081 | 53587.9649 | 48490.8432 | 109750.0317 | 65410.3352 | 44339.6966 |
Total P&L (%) | 102.0788 | 53.588 | 48.4908 | 109.75 | 65.4103 | 44.3397 |
Avg Daily Profit (%) | 0.392 | 0.2058 | 0.1862 | 0.2848 | 0.1934 | 0.141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42935 | -29597 | -35324 | -101203 | -54566 | -76720 |
Profit Factor | 1.3866 | 1.4299 | 1.3479 | 1.2052 | 1.2512 | 1.1616 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 46.1538 | 43.0556 | 49.2958 | 46.1538 | 43.0556 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.6177 | 1.8912 | 1.3864 | 1.4061 | 1.6548 | 1.1948 |
Largest Winning Trade | 30939 | 30939 | 24566 | 55773 | 55773 | 30132 |
Largest Losing Trade | -17363 | -17363 | -11816 | -34050 | -34050 | -25293 |
Avg Bars in Trades | 168 | 112 | 224 | 168 | 112 | 224 |
Avg Bars in Winners | 221 | 137 | 295 | 221 | 137 | 295 |
Avg Bars in Losers | 122 | 93 | 156 | 122 | 93 | 156 |
Bars Traded | 24049 | 8078 | 15971 | 24049 | 8078 | 15971 |
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 | 305039 | -74989 | -82215 | 192176 | -75398 | -138000 |
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{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 66, "offset": 0, "a": 0.66512 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 66, "offset": 0, "a": 0.66512 } } }
# | 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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