Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990209.1144 | 867556.3384 | 122652.776 | 4123395.467 | 3055465.2712 | 1067930.1958 |
Total P&L (%) | 990.2091 | 867.5563 | 122.6528 | 4123.3955 | 3055.4653 | 1067.9302 |
Avg Daily Profit (%) | 0.54 | 0.4731 | 0.0669 | 0.2043 | 0.1884 | 0.1341 |
Buy And Hold Return (%) | 187.5499 | 187.5499 | 187.5499 | 187.5499 | 187.5499 | 187.5499 |
Max Trade Drawdown | -102103 | -101763 | -38081 | -930392 | -740796 | -238751 |
Profit Factor | 4.5704 | 5.7093 | 2.3172 | 2.6396 | 2.9105 | 2.1665 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 40.9836 | 32.2581 | 50 | 40.9836 | 32.2581 | 50 |
Ratio Avg Win / Avg Loss | 6.5814 | 11.9894 | 2.3172 | 3.801 | 6.112 | 2.1665 |
Largest Winning Trade | 684553 | 684553 | 57496 | 1903252 | 1903252 | 976797 |
Largest Losing Trade | -40995 | -40995 | -15018 | -347740 | -347740 | -177079 |
Avg Bars in Trades | 173 | 211 | 134 | 173 | 211 | 134 |
Avg Bars in Winners | 324 | 504 | 204 | 324 | 504 | 204 |
Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
Bars Traded | 10598 | 6556 | 4041 | 10598 | 6556 | 4041 |
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 | -152507 | 362938 | -265033 | -156674 | 236031 | -10348 |
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{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.623 } }, "second_band": { "type": "kcu", "factors": { "length": 20, "offset": 0, "scalar": 3 } } }
# | 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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