Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454877.814 | 287843.608 | 167034.2059 | 1012749.4385 | 625240.3084 | 387509.1301 |
Total P&L (%) | 454.8778 | 287.8436 | 167.0342 | 1012.7494 | 625.2403 | 387.5091 |
Avg Daily Profit (%) | 0.2598 | 0.1644 | 0.0954 | 0.1377 | 0.1132 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54331 | -35687 | -44689 | -824987 | -326812 | -532916 |
Profit Factor | 2.2766 | 3.1549 | 1.7499 | 1.4762 | 1.8573 | 1.2773 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.9639 | 40.4762 | 41.4634 | 40.9639 | 40.4762 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.281 | 4.6396 | 2.4704 | 2.1274 | 2.7313 | 1.8032 |
Largest Winning Trade | 108870 | 108870 | 69051 | 722622 | 408503 | 722622 |
Largest Losing Trade | -39558 | -13550 | -39558 | -532916 | -195325 | -532916 |
Avg Bars in Trades | 237 | 76 | 403 | 237 | 76 | 403 |
Avg Bars in Winners | 481 | 132 | 830 | 481 | 132 | 830 |
Avg Bars in Losers | 69 | 38 | 100 | 69 | 38 | 100 |
Bars Traded | 19742 | 3208 | 16533 | 19742 | 3208 | 16533 |
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 | 276279 | 348671 | -65580 | -11313 | -41567 | -74352 |
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.27571 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.27571 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
# | 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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