Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44661.6976 | 45465.6399 | -803.9423 | -77041.2508 | 60860.0333 | -137901.2841 |
Total P&L (%) | 44.6617 | 45.4656 | -0.8039 | -77.0413 | 60.86 | -137.9013 |
Avg Daily Profit (%) | 0.1715 | 0.1746 | -0.0031 | -0.5634 | 0.1827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93253 | -24021 | -93253 | -247292 | -29113 | -247292 |
Profit Factor | 1.217 | 1.7342 | 0.9944 | 0.7878 | 2.0103 | 0.5446 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 71.4286 | 71.4286 | 71.4286 | 71.4286 | 71.4286 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.4868 | 0.6937 | 0.3978 | 0.3151 | 0.8041 | 0.2178 |
Largest Winning Trade | 17082 | 12122 | 17082 | 18692 | 13859 | 18692 |
Largest Losing Trade | -93253 | -24021 | -93253 | -247292 | -29113 | -247292 |
Avg Bars in Trades | 347 | 394 | 300 | 347 | 394 | 300 |
Avg Bars in Winners | 233 | 300 | 166 | 233 | 300 | 166 |
Avg Bars in Losers | 631 | 627 | 635 | 631 | 627 | 635 |
Bars Traded | 24326 | 13800 | 10526 | 24326 | 13800 | 10526 |
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 | -93637 | 271787 | -579405 | -677895 | 334035 | -579405 |
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{ "first_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 161, "offset": 213, "a": 0.54633 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 161, "offset": 213, "a": 0.54633 } } }
# | 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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