Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252760.6594 | 267249.2323 | -14488.5729 | 2684.9191 | 40267.3181 | -37582.399 |
Total P&L (%) | 252.7607 | 267.2492 | -14.4886 | 2.6849 | 40.2673 | -37.5824 |
Avg Daily Profit (%) | 0.2426 | 0.2566 | -0.0139 | 0.0025 | 0.0325 | -0.0452 |
Buy And Hold Return (%) | 33.7985 | 33.7985 | 33.7985 | 33.7985 | 33.7985 | 33.7985 |
Max Trade Drawdown | -82642 | -89897 | -35588 | -237372 | -241614 | -64140 |
Profit Factor | 1.8149 | 2.1595 | 0.8182 | 1.0045 | 1.0909 | 0.7523 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 43.75 | 48.4848 | 46.1538 | 43.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.1174 | 2.7765 | 0.8693 | 1.1719 | 1.4026 | 0.7993 |
Largest Winning Trade | 315547 | 315547 | 16960 | 239621 | 239621 | 31472 |
Largest Losing Trade | -39928 | -39928 | -30930 | -93014 | -93014 | -58247 |
Avg Bars in Trades | 374 | 722 | 37 | 374 | 722 | 37 |
Avg Bars in Winners | 442 | 907 | 35 | 442 | 907 | 35 |
Avg Bars in Losers | 316 | 579 | 38 | 316 | 579 | 38 |
Bars Traded | 24354 | 23124 | 1230 | 24354 | 23124 | 1230 |
Profit Streak | 6.9601 | 0 | 7.0851 | 6.9601 | 0 | 7.0851 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125660 | 350983 | -580708 | -707842 | -378748 | -580708 |
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{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.77238 } } }
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# | 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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