Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69421.806 | 6996.184 | 62425.6221 | 66976.5821 | 1549.7382 | 65426.8438 |
Total P&L (%) | 69.4218 | 6.9962 | 62.4256 | 66.9766 | 1.5497 | 65.4268 |
Avg Daily Profit (%) | 0.2666 | 0.0269 | 0.2397 | 0.1971 | 0.0059 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38494 | -23502 | -36901 | -67961 | -33613 | -65666 |
Profit Factor | 1.5316 | 1.1148 | 1.8963 | 1.2942 | 1.0159 | 1.503 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 71.4286 | 65.625 | 77.4194 | 71.4286 | 65.625 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.6126 | 0.5839 | 0.5531 | 0.5177 | 0.5321 | 0.4384 |
Largest Winning Trade | 10823 | 10199 | 10823 | 15374 | 15374 | 14694 |
Largest Losing Trade | -25675 | -21597 | -25675 | -49755 | -30971 | -49755 |
Avg Bars in Trades | 380 | 187 | 580 | 380 | 187 | 580 |
Avg Bars in Winners | 249 | 118 | 364 | 249 | 118 | 364 |
Avg Bars in Losers | 709 | 319 | 1322 | 709 | 319 | 1322 |
Bars Traded | 23985 | 5991 | 17994 | 23985 | 5991 | 17994 |
Profit Streak | 0 | 0 | 15.3895 | 0 | 0 | 15.3895 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141633 | -418072 | 395269 | -143841 | -554831 | 346314 |
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{ "first_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 202, "offset": 0, "a": 0.24085 } } }
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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) |
---|