Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116686.087 | 99357.4415 | 17328.6455 | 35838.5926 | 24346.9003 | 11491.6924 |
Total P&L (%) | 116.6861 | 99.3574 | 17.3286 | 35.8386 | 24.3469 | 11.4917 |
Avg Daily Profit (%) | 0.2922 | 0.2488 | 0.0434 | 0.0767 | 0.0546 | 0.0272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76006 | -68590 | -32651 | -86880 | -70123 | -36630 |
Profit Factor | 1.4942 | 1.6256 | 1.2242 | 1.1522 | 1.1566 | 1.1438 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2923 | 1.445 | 1.0309 | 0.9965 | 1.028 | 0.9632 |
Largest Winning Trade | 142653 | 142653 | 17996 | 79922 | 79922 | 14458 |
Largest Losing Trade | -26175 | -19159 | -26175 | -34198 | -24567 | -34198 |
Avg Bars in Trades | 268 | 392 | 148 | 268 | 392 | 148 |
Avg Bars in Winners | 263 | 393 | 140 | 263 | 393 | 140 |
Avg Bars in Losers | 274 | 391 | 158 | 274 | 391 | 158 |
Bars Traded | 18539 | 13340 | 5199 | 18539 | 13340 | 5199 |
Profit Streak | 136.2135 | 136.2135 | 148.1094 | 136.2135 | 136.2135 | 148.1094 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95453 | 359422 | -143051 | -252948 | -172355 | -338875 |
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{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.71259 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.71259 } } }
# | 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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