Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35300.6793 | -15255.8309 | 50556.5102 | -10051.2331 | -21897.2344 | 11846.0013 |
Total P&L (%) | 35.3007 | -15.2558 | 50.5565 | -10.0512 | -21.8972 | 11.846 |
Avg Daily Profit (%) | 0.1356 | -0.0586 | 0.1941 | -0.0407 | -0.0949 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63485 | -58582 | -54857 | -66765 | -40489 | -66368 |
Profit Factor | 1.1326 | 0.903 | 1.4642 | 0.9589 | 0.8349 | 1.1059 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 70.1031 | 65.3061 | 75 | 70.1031 | 65.3061 | 75 |
Ratio Avg Win / Avg Loss | 0.483 | 0.4797 | 0.4881 | 0.4089 | 0.4436 | 0.3686 |
Largest Winning Trade | 17483 | 13700 | 17483 | 12729 | 9511 | 12729 |
Largest Losing Trade | -44361 | -39303 | -44361 | -52237 | -28667 | -52237 |
Avg Bars in Trades | 252 | 274 | 229 | 252 | 274 | 229 |
Avg Bars in Winners | 127 | 126 | 128 | 127 | 126 | 128 |
Avg Bars in Losers | 544 | 553 | 532 | 544 | 553 | 532 |
Bars Traded | 24468 | 13458 | 11010 | 24468 | 13458 | 11010 |
Profit Streak | 3.1448 | 3.1448 | 16.7489 | 3.1448 | 3.1448 | 16.7489 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89819 | -581104 | 313104 | -579584 | -581104 | -346503 |
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{ "first_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 140, "offset": 0, "a": 0.01332 } } }
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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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