Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164075.7262 | 88440.3505 | 75635.3757 | 306043.0482 | 165198.2828 | 140844.7654 |
Total P&L (%) | 164.0757 | 88.4404 | 75.6354 | 306.043 | 165.1983 | 140.8448 |
Avg Daily Profit (%) | 0.63 | 0.3396 | 0.2904 | 0.5395 | 0.3752 | 0.3381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27718 | -24385 | -25959 | -49868 | -44011 | -44250 |
Profit Factor | 1.9462 | 1.9695 | 1.9203 | 1.8903 | 1.9258 | 1.8519 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 62.8571 | 61.5385 | 64.1509 | 62.8571 | 61.5385 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.15 | 1.231 | 1.0731 | 1.117 | 1.2037 | 1.0349 |
Largest Winning Trade | 19307 | 19307 | 14750 | 29219 | 29219 | 28087 |
Largest Losing Trade | -24385 | -24385 | -22107 | -43037 | -43037 | -33609 |
Avg Bars in Trades | 229 | 222 | 236 | 229 | 222 | 236 |
Avg Bars in Winners | 171 | 151 | 189 | 171 | 151 | 189 |
Avg Bars in Losers | 327 | 335 | 319 | 327 | 335 | 319 |
Bars Traded | 24077 | 11560 | 12517 | 24077 | 11560 | 12517 |
Profit Streak | 6.3892 | 15.8475 | 6.3892 | 6.3892 | 15.8475 | 6.3892 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561517 | -167440 | -167995 | 529786 | -167220 | -167720 |
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{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 75, "offset": 246, "a": 0.75089 } } }
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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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