Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59244.6599 | 29874.8258 | 29369.834 | 71324.8219 | 37473.5027 | 33851.3192 |
Total P&L (%) | 59.2447 | 29.8748 | 29.3698 | 71.3248 | 37.4735 | 33.8513 |
Avg Daily Profit (%) | 0.7664 | 0.3865 | 0.3799 | 0.6989 | 0.4126 | 0.3779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23703 | -13295 | -14610 | -21540 | -13721 | -16847 |
Profit Factor | 1.575 | 1.5836 | 1.5665 | 1.6768 | 1.7247 | 1.6307 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 67.8899 | 62.963 | 72.7273 | 67.8899 | 62.963 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.7449 | 0.9315 | 0.5874 | 0.7931 | 1.0145 | 0.6115 |
Largest Winning Trade | 7432 | 7137 | 7432 | 8676 | 8676 | 7049 |
Largest Losing Trade | -7666 | -7179 | -7666 | -9245 | -6847 | -9245 |
Avg Bars in Trades | 200 | 184 | 215 | 200 | 184 | 215 |
Avg Bars in Winners | 162 | 126 | 192 | 162 | 126 | 192 |
Avg Bars in Losers | 279 | 283 | 274 | 279 | 283 | 274 |
Bars Traded | 21816 | 9984 | 11832 | 21816 | 9984 | 11832 |
Profit Streak | 30.1156 | 30.9976 | 30.1156 | 30.1156 | 30.9976 | 30.1156 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511341 | -172538 | -171477 | 527226 | -169632 | -170832 |
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{ "first_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 150, "offset": 0, "a": 0.64297 } } }
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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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