Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220602.5735 | 166675.0044 | 53927.569 | 473843.0414 | 512171.627 | -38328.5856 |
Total P&L (%) | 220.6026 | 166.675 | 53.9276 | 473.843 | 512.1716 | -38.3286 |
Avg Daily Profit (%) | 0.8471 | 0.64 | 0.2071 | 0.6732 | 0.6982 | -0.1854 |
Buy And Hold Return (%) | 64.4175 | 64.4175 | 64.4175 | 64.4175 | 64.4175 | 64.4175 |
Max Trade Drawdown | -24001 | -11652 | -37008 | -169572 | -74403 | -273067 |
Profit Factor | 2.6586 | 4.8076 | 1.6043 | 1.5938 | 3.4109 | 0.9345 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 51.5152 | 46.875 | 49.2308 | 51.5152 | 46.875 |
Ratio Avg Win / Avg Loss | 2.7416 | 4.5248 | 1.8182 | 1.6436 | 3.2102 | 1.0591 |
Largest Winning Trade | 69736 | 69736 | 26337 | 147537 | 147537 | 73423 |
Largest Losing Trade | -21473 | -8093 | -21473 | -159640 | -26029 | -159640 |
Avg Bars in Trades | 371 | 230 | 516 | 371 | 230 | 516 |
Avg Bars in Winners | 557 | 347 | 795 | 557 | 347 | 795 |
Avg Bars in Losers | 191 | 106 | 270 | 191 | 106 | 270 |
Bars Traded | 24140 | 7612 | 16528 | 24140 | 7612 | 16528 |
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 | -122566 | 516026 | -157702 | -123038 | 633406 | -581754 |
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.63908 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.63908 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "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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