Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5517404.396 | 5584404.3438 | -66999.9477 | 673686.2621 | 927962.9275 | -254276.6654 |
Total P&L (%) | 5517.4044 | 5584.4043 | -66.9999 | 673.6863 | 927.9629 | -254.2767 |
Avg Daily Profit (%) | 2.8093 | 2.8434 | -0.0341 | 0.1042 | 0.1187 | 0 |
Buy And Hold Return (%) | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 |
Max Trade Drawdown | -140028 | -45636 | -154352 | -814129 | -387419 | -591607 |
Profit Factor | 11.5397 | 21.9271 | 0.7389 | 1.3028 | 1.7968 | 0.7602 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 28.2051 | 33.3333 | 23.0769 | 28.2051 | 33.3333 | 23.0769 |
Ratio Avg Win / Avg Loss | 29.3739 | 43.8541 | 2.4631 | 3.3162 | 3.5936 | 2.534 |
Largest Winning Trade | 5625319 | 5625319 | 52703 | 1055044 | 1055044 | 297236 |
Largest Losing Trade | -30408 | -29952 | -30408 | -224825 | -224825 | -164423 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 181 | 161 | 210 | 181 | 161 | 210 |
Avg Bars in Losers | 29 | 23 | 34 | 29 | 23 | 34 |
Bars Traded | 5639 | 2704 | 2935 | 5639 | 2704 | 2935 |
Profit Streak | 0 | 0 | 552.6809 | 0 | 0 | 552.6809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33717 | 516756 | -615686 | -272449 | -202934 | -615686 |
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{ "first_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.24179 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.24179 } } }
# | 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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