Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100503.7325 | 59072.1618 | 41431.5707 | 125360.3757 | 88532.6268 | 36827.7489 |
Total P&L (%) | 100.5037 | 59.0722 | 41.4316 | 125.3604 | 88.5326 | 36.8277 |
Avg Daily Profit (%) | 0.3859 | 0.2268 | 0.1591 | 0.3125 | 0.2438 | 0.1205 |
Buy And Hold Return (%) | 12.2744 | 12.2744 | 12.2744 | 12.2744 | 12.2744 | 12.2744 |
Max Trade Drawdown | -28978 | -28930 | -31007 | -37990 | -25987 | -38413 |
Profit Factor | 1.4925 | 1.6032 | 1.3903 | 1.4749 | 1.73 | 1.2581 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 54.2056 | 54.717 | 53.7037 | 54.2056 | 54.717 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.2609 | 1.3268 | 1.1985 | 1.2461 | 1.4317 | 1.0846 |
Largest Winning Trade | 17011 | 17011 | 16449 | 23116 | 23116 | 21915 |
Largest Losing Trade | -10322 | -9874 | -10322 | -20885 | -13353 | -20885 |
Avg Bars in Trades | 223 | 223 | 223 | 223 | 223 | 223 |
Avg Bars in Winners | 266 | 272 | 261 | 266 | 272 | 261 |
Avg Bars in Losers | 172 | 163 | 180 | 172 | 163 | 180 |
Bars Traded | 23913 | 11831 | 12082 | 23913 | 11831 | 12082 |
Profit Streak | 17.6152 | 42.7402 | 17.6152 | 17.6152 | 42.7402 | 17.6152 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411572 | -170996 | -174774 | 385116 | -169106 | -215359 |
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{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.71366 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "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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