Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807788.6533 | 553600.3195 | 254188.3338 | 4312462.7279 | 803280.3036 | 3509182.4242 |
Total P&L (%) | 807.7887 | 553.6003 | 254.1883 | 4312.4627 | 803.2803 | 3509.1824 |
Avg Daily Profit (%) | 0.4597 | 0.315 | 0.1447 | 0.2157 | 0.1253 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121924 | -125983 | -51213 | -2666625 | -3272797 | -1641542 |
Profit Factor | 2.384 | 2.4754 | 2.2195 | 1.3506 | 1.1042 | 1.765 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 32.8244 | 25.7576 | 40 | 32.8244 | 25.7576 | 40 |
Ratio Avg Win / Avg Loss | 4.8789 | 7.1349 | 3.3293 | 2.7641 | 3.1826 | 2.6475 |
Largest Winning Trade | 307221 | 307221 | 53771 | 2294026 | 2294026 | 1349582 |
Largest Losing Trade | -21647 | -21647 | -19871 | -1046535 | -1046535 | -545345 |
Avg Bars in Trades | 156 | 137 | 175 | 156 | 137 | 175 |
Avg Bars in Winners | 340 | 356 | 329 | 340 | 356 | 329 |
Avg Bars in Losers | 66 | 61 | 73 | 66 | 61 | 73 |
Bars Traded | 20519 | 9098 | 11421 | 20519 | 9098 | 11421 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304789 | -137195 | -131561 | 120397 | -281070 | -124426 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 150, "a": 0.67806 } }, "second_band": { "type": "kcb", "factors": { "length": 9, "offset": 0, "scalar": 5 } } }
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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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