Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78449.7823 | 37701.2101 | 40748.5722 | 100433.5818 | 43432.5344 | 57001.0474 |
Total P&L (%) | 78.4498 | 37.7012 | 40.7486 | 100.4336 | 43.4325 | 57.001 |
Avg Daily Profit (%) | 0.1709 | 0.0821 | 0.0888 | 0.1516 | 0.0786 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20101 | -11122 | -19891 | -36044 | -22962 | -35584 |
Profit Factor | 1.8064 | 2.0984 | 1.6473 | 1.6501 | 1.7685 | 1.5818 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 74.1935 | 74.4681 | 73.913 | 74.1935 | 74.4681 | 73.913 |
Ratio Avg Win / Avg Loss | 0.6283 | 0.7194 | 0.5814 | 0.574 | 0.6064 | 0.5583 |
Largest Winning Trade | 10829 | 8561 | 10829 | 21362 | 9418 | 21362 |
Largest Losing Trade | -19694 | -8318 | -19694 | -34900 | -18186 | -34900 |
Avg Bars in Trades | 111 | 58 | 166 | 111 | 58 | 166 |
Avg Bars in Winners | 78 | 36 | 120 | 78 | 36 | 120 |
Avg Bars in Losers | 208 | 120 | 295 | 208 | 120 | 295 |
Bars Traded | 10375 | 2729 | 7645 | 10375 | 2729 | 7645 |
Profit Streak | 0 | 0 | 616.6603 | 0 | 0 | 616.6603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393057 | -82035 | -73280 | 376257 | -86859 | -59466 |
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.75602 } } }
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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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