Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500364.8502 | 485165.3892 | 15199.461 | 169488.3936 | 205579.7899 | -36091.3963 |
Total P&L (%) | 500.3649 | 485.1654 | 15.1995 | 169.4884 | 205.5798 | -36.0914 |
Avg Daily Profit (%) | 0.9607 | 0.9315 | 0.0292 | 0.1905 | 0.2147 | -0.0859 |
Buy And Hold Return (%) | 110.4977 | 110.4977 | 110.4977 | 110.4977 | 110.4977 | 110.4977 |
Max Trade Drawdown | -72202 | -66813 | -17395 | -268558 | -252936 | -77681 |
Profit Factor | 2.7386 | 3.352 | 1.1865 | 1.2397 | 1.4077 | 0.822 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 44.2748 | 40 | 48.4848 | 44.2748 | 40 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.4469 | 5.028 | 1.2606 | 1.5604 | 2.1115 | 0.8733 |
Largest Winning Trade | 550750 | 550750 | 9857 | 385457 | 385457 | 19465 |
Largest Losing Trade | -21666 | -21666 | -11478 | -89155 | -89155 | -28711 |
Avg Bars in Trades | 179 | 320 | 40 | 179 | 320 | 40 |
Avg Bars in Winners | 231 | 458 | 46 | 231 | 458 | 46 |
Avg Bars in Losers | 138 | 229 | 34 | 138 | 229 | 34 |
Bars Traded | 23541 | 20863 | 2678 | 23541 | 20863 | 2678 |
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 | 515892 | -119018 | -460426 | -4077 | -134634 | -706116 |
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{ "first_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.42396 } } }
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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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