Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148709.6049 | 38626.2479 | 110083.3569 | 127275.9272 | 16315.1506 | 110960.7765 |
Total P&L (%) | 148.7096 | 38.6262 | 110.0834 | 127.2759 | 16.3152 | 110.9608 |
Avg Daily Profit (%) | 0.2855 | 0.0742 | 0.2114 | 0.1578 | 0.029 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93428 | -47591 | -54495 | -195704 | -75592 | -140770 |
Profit Factor | 1.3537 | 1.162 | 1.6048 | 1.1957 | 1.0483 | 1.3555 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 66.9355 | 61.2903 | 72.5806 | 66.9355 | 61.2903 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.6687 | 0.7339 | 0.6063 | 0.5907 | 0.6621 | 0.5121 |
Largest Winning Trade | 26485 | 26485 | 22319 | 41896 | 34938 | 41896 |
Largest Losing Trade | -31686 | -23543 | -31686 | -67719 | -50026 | -67719 |
Avg Bars in Trades | 198 | 196 | 201 | 198 | 196 | 201 |
Avg Bars in Winners | 138 | 125 | 149 | 138 | 125 | 149 |
Avg Bars in Losers | 321 | 307 | 340 | 321 | 307 | 340 |
Bars Traded | 24660 | 12163 | 12497 | 24660 | 12163 | 12497 |
Profit Streak | 0 | 0 | 14.5916 | 0 | 0 | 14.5916 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325908 | -293510 | -143253 | 84118 | -485848 | -154039 |
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.73228 } } }
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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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