Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437989.6455 | 385081.4161 | 52908.2294 | 94581.1013 | 121806.0607 | -27224.9595 |
Total P&L (%) | 437.9896 | 385.0814 | 52.9082 | 94.5811 | 121.8061 | -27.225 |
Avg Daily Profit (%) | 0.2103 | 0.1849 | 0.0254 | 0.032 | 0.0383 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125030 | -139636 | -39279 | -863460 | -733462 | -308449 |
Profit Factor | 1.954 | 2.1118 | 1.4692 | 1.0565 | 1.0998 | 0.94 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 48.2759 | 60 | 54.2373 | 48.2759 | 60 |
Ratio Avg Win / Avg Loss | 1.6487 | 2.2627 | 0.9794 | 0.8914 | 1.1784 | 0.6266 |
Largest Winning Trade | 242280 | 242280 | 24261 | 492288 | 492288 | 93577 |
Largest Losing Trade | -58203 | -58203 | -28687 | -366950 | -366950 | -274928 |
Avg Bars in Trades | 406 | 721 | 101 | 406 | 721 | 101 |
Avg Bars in Winners | 303 | 542 | 116 | 303 | 542 | 116 |
Avg Bars in Losers | 527 | 887 | 78 | 527 | 887 | 78 |
Bars Traded | 23958 | 20917 | 3041 | 23958 | 20917 | 3041 |
Profit Streak | 145.4272 | 145.4272 | 152.5106 | 145.4272 | 145.4272 | 152.5106 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166178 | 408769 | -158417 | -487815 | -252667 | -578565 |
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.61004 } }, "second_band": { "type": "kcu", "factors": { "length": 235, "offset": 0, "scalar": 2 } } }
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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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