Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54834.6655 | 2725.2344 | 52109.4311 | 33265.3415 | 4643.0313 | 28622.3102 |
Total P&L (%) | 54.8347 | 2.7252 | 52.1094 | 33.2653 | 4.643 | 28.6223 |
Avg Daily Profit (%) | 0.2106 | 0.0105 | 0.2001 | 0.1103 | 0.0174 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54517 | -30631 | -38108 | -82871 | -35094 | -69603 |
Profit Factor | 1.2921 | 1.0292 | 1.5525 | 1.1305 | 1.042 | 1.1985 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 72.5275 | 62.2222 | 82.6087 | 72.5275 | 62.2222 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.4894 | 0.6249 | 0.3269 | 0.4282 | 0.6326 | 0.2523 |
Largest Winning Trade | 10347 | 10347 | 10205 | 11706 | 11706 | 10577 |
Largest Losing Trade | -36722 | -23656 | -36722 | -60903 | -27171 | -60903 |
Avg Bars in Trades | 264 | 245 | 283 | 264 | 245 | 283 |
Avg Bars in Winners | 169 | 151 | 183 | 169 | 151 | 183 |
Avg Bars in Losers | 516 | 400 | 762 | 516 | 400 | 762 |
Bars Traded | 24105 | 11044 | 13060 | 24105 | 11044 | 13060 |
Profit Streak | 12.5805 | 30.893 | 12.5805 | 12.5805 | 30.893 | 12.5805 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295100 | -532984 | 353695 | -123995 | -509609 | -67566 |
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{ "first_band": { "type": "kcu", "factors": { "length": 130, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.36734 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 130, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.36734 } } }
# | 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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