Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228687.637 | 108362.1202 | 120325.5168 | 646824.7255 | 352118.7658 | 294705.9597 |
Total P&L (%) | 228.6876 | 108.3621 | 120.3255 | 646.8247 | 352.1188 | 294.706 |
Avg Daily Profit (%) | 0.8781 | 0.4161 | 0.462 | 0.7751 | 0.581 | 0.5286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18778 | -16798 | -20066 | -120372 | -91944 | -119894 |
Profit Factor | 2.5311 | 2.6095 | 2.4667 | 1.9773 | 2.2235 | 1.7879 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 51.6129 | 48.9362 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.3729 | 2.723 | 2.072 | 1.8537 | 2.3201 | 1.5018 |
Largest Winning Trade | 31855 | 31855 | 26643 | 108021 | 108021 | 99051 |
Largest Losing Trade | -9247 | -8378 | -9247 | -56563 | -56563 | -43259 |
Avg Bars in Trades | 262 | 225 | 299 | 262 | 225 | 299 |
Avg Bars in Winners | 320 | 263 | 374 | 320 | 263 | 374 |
Avg Bars in Losers | 200 | 190 | 210 | 200 | 190 | 210 |
Bars Traded | 24400 | 10621 | 13779 | 24400 | 10621 | 13779 |
Profit Streak | 0 | 0 | 9.7882 | 0 | 0 | 9.7882 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601338 | 457795 | 520839 | 567752 | 481725 | 494158 |
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.86632 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.86632 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 1 } } }
# | 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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