Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48429.2556 | -6561.6905 | 54990.9461 | 25441.0023 | -26047.5879 | 51488.5902 |
Total P&L (%) | 48.4293 | -6.5617 | 54.9909 | 25.441 | -26.0476 | 51.4886 |
Avg Daily Profit (%) | 0.186 | -0.0252 | 0.2112 | 0.0871 | -0.1158 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70931 | -34172 | -54502 | -116864 | -54688 | -84146 |
Profit Factor | 1.2536 | 0.9185 | 1.4978 | 1.0928 | 0.7839 | 1.3351 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 69.6629 | 65.9091 | 73.3333 | 69.6629 | 65.9091 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5459 | 0.4751 | 0.5447 | 0.4759 | 0.4054 | 0.4855 |
Largest Winning Trade | 13949 | 8950 | 13949 | 16423 | 10016 | 16423 |
Largest Losing Trade | -35066 | -16203 | -35066 | -49178 | -23349 | -49178 |
Avg Bars in Trades | 274 | 153 | 392 | 274 | 153 | 392 |
Avg Bars in Winners | 188 | 96 | 269 | 188 | 96 | 269 |
Avg Bars in Losers | 471 | 263 | 731 | 471 | 263 | 731 |
Bars Traded | 24426 | 6746 | 17681 | 24426 | 6746 | 17681 |
Profit Streak | 11.0252 | 27.0252 | 11.0252 | 11.0252 | 27.0252 | 11.0252 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249263 | -578588 | 312401 | -197583 | -578588 | 252341 |
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{ "first_band": { "type": "kcu", "factors": { "length": 109, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 214, "offset": 0, "a": 0.35309 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 109, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 214, "offset": 0, "a": 0.35309 } } }
# | 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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