Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234601.7806 | -7859.4909 | 242461.2715 | -44862.3067 | -88299.5243 | 43437.2177 |
Total P&L (%) | 234.6018 | -7.8595 | 242.4613 | -44.8623 | -88.2995 | 43.4372 |
Avg Daily Profit (%) | 0.153 | -0.0051 | 0.1581 | -0.0388 | -0.1398 | 0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155027 | -51110 | -140150 | -657067 | -132649 | -542361 |
Profit Factor | 1.4191 | 0.9633 | 1.7018 | 0.9591 | 0.7589 | 1.0595 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 49 | 32 | 17 | 49 | 32 | 17 |
Profitability (%) | 64.2336 | 53.6232 | 75 | 64.2336 | 53.6232 | 75 |
Ratio Avg Win / Avg Loss | 0.7902 | 0.8332 | 0.5673 | 0.534 | 0.6564 | 0.3532 |
Largest Winning Trade | 31928 | 21645 | 31928 | 121814 | 71773 | 121814 |
Largest Losing Trade | -78014 | -28419 | -78014 | -439545 | -108759 | -439545 |
Avg Bars in Trades | 118 | 34 | 204 | 118 | 34 | 204 |
Avg Bars in Winners | 107 | 31 | 162 | 107 | 31 | 162 |
Avg Bars in Losers | 139 | 38 | 329 | 139 | 38 | 329 |
Bars Traded | 16274 | 2399 | 13875 | 16274 | 2399 | 13875 |
Profit Streak | 62.4571 | 136.8738 | 0 | 62.4571 | 136.8738 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328742 | -680637 | -98229 | -578010 | -680637 | -425980 |
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{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.89087 } }, "second_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.89087 } }, "second_band": { "type": "kcl", "factors": { "length": 82, "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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