Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137718.9937 | 98056.7709 | 39662.2228 | 177660.2416 | 174495.8617 | 3164.3799 |
Total P&L (%) | 137.719 | 98.0568 | 39.6622 | 177.6602 | 174.4959 | 3.1644 |
Avg Daily Profit (%) | 0.5288 | 0.3765 | 0.1523 | 0.3929 | 0.3885 | 0.012 |
Buy And Hold Return (%) | 40.2968 | 40.2968 | 40.2968 | 40.2968 | 40.2968 | 40.2968 |
Max Trade Drawdown | -39658 | -21822 | -36650 | -140336 | -45828 | -127537 |
Profit Factor | 1.4895 | 1.7542 | 1.2621 | 1.2854 | 1.686 | 1.0086 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 73.0263 | 71.0526 | 75 | 73.0263 | 71.0526 | 75 |
Ratio Avg Win / Avg Loss | 0.5502 | 0.7147 | 0.4207 | 0.4748 | 0.6869 | 0.3362 |
Largest Winning Trade | 14150 | 14150 | 10082 | 20603 | 20603 | 18291 |
Largest Losing Trade | -33864 | -18053 | -33864 | -119218 | -43596 | -119218 |
Avg Bars in Trades | 161 | 154 | 168 | 161 | 154 | 168 |
Avg Bars in Winners | 93 | 81 | 105 | 93 | 81 | 105 |
Avg Bars in Losers | 343 | 332 | 356 | 343 | 332 | 356 |
Bars Traded | 24493 | 11710 | 12783 | 24493 | 11710 | 12783 |
Profit Streak | 2.901 | 9.953 | 0 | 2.901 | 9.953 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302812 | -40625 | -207714 | 247812 | -38583 | -602706 |
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{ "first_band": { "type": "kcb", "factors": { "length": 65, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.41688 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 65, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.41688 } } }
# | 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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