Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66844.0901 | 44033.4229 | 22810.6672 | 87440.0815 | 54732.5008 | 32707.5808 |
Total P&L (%) | 66.8441 | 44.0334 | 22.8107 | 87.4401 | 54.7325 | 32.7076 |
Avg Daily Profit (%) | 0.77 | 0.5072 | 0.2628 | 0.7264 | 0.5041 | 0.3265 |
Buy And Hold Return (%) | 21.0843 | 21.0843 | 21.0843 | 21.0843 | 21.0843 | 21.0843 |
Max Trade Drawdown | -5690 | -4704 | -5995 | -8877 | -7281 | -9289 |
Profit Factor | 2.4559 | 3.6021 | 1.7868 | 2.3967 | 3.4247 | 1.8171 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 46.0317 | 54.8387 | 37.5 | 46.0317 | 54.8387 | 37.5 |
Ratio Avg Win / Avg Loss | 2.8793 | 2.9664 | 2.9781 | 2.81 | 2.8203 | 3.0284 |
Largest Winning Trade | 12734 | 12734 | 7753 | 13742 | 13742 | 12598 |
Largest Losing Trade | -4377 | -2774 | -4377 | -6749 | -3954 | -6749 |
Avg Bars in Trades | 384 | 393 | 377 | 384 | 393 | 377 |
Avg Bars in Winners | 619 | 574 | 681 | 619 | 574 | 681 |
Avg Bars in Losers | 185 | 172 | 194 | 185 | 172 | 194 |
Bars Traded | 24253 | 12183 | 12070 | 24253 | 12183 | 12070 |
Profit Streak | 5.4552 | 15.9726 | 5.4552 | 5.4552 | 15.9726 | 5.4552 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138821 | 402305 | -134613 | -138717 | 495262 | -3863 |
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.02588 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.02588 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } } }
# | 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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