Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232125.3741 | 175448.9948 | 56676.3793 | 488115.2097 | 334169.2074 | 153946.0023 |
Total P&L (%) | 232.1254 | 175.449 | 56.6764 | 488.1152 | 334.1692 | 153.946 |
Avg Daily Profit (%) | 0.2228 | 0.1684 | 0.0544 | 0.1702 | 0.1411 | 0.0895 |
Buy And Hold Return (%) | 37.741 | 37.741 | 37.741 | 37.741 | 37.741 | 37.741 |
Max Trade Drawdown | -49834 | -46065 | -13252 | -314251 | -265085 | -70403 |
Profit Factor | 2.239 | 2.2413 | 2.2323 | 1.6882 | 1.5926 | 2.0592 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 59.3407 | 62.2222 | 56.5217 | 59.3407 | 62.2222 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.5342 | 1.3608 | 1.7171 | 1.1567 | 0.9669 | 1.584 |
Largest Winning Trade | 51339 | 51339 | 10576 | 162607 | 162607 | 52134 |
Largest Losing Trade | -33923 | -33923 | -7235 | -260720 | -260720 | -20265 |
Avg Bars in Trades | 252 | 460 | 47 | 252 | 460 | 47 |
Avg Bars in Winners | 201 | 333 | 59 | 201 | 333 | 59 |
Avg Bars in Losers | 326 | 670 | 33 | 326 | 670 | 33 |
Bars Traded | 22936 | 20730 | 2206 | 22936 | 20730 | 2206 |
Profit Streak | 0 | 77.1015 | 0 | 0 | 77.1015 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466744 | 413099 | -125304 | 392676 | -1917 | -70782 |
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.78547 } }, "second_band": { "type": "kcu", "factors": { "length": 149, "offset": 0, "scalar": 3 } } }
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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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