Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341188.5795 | 274100.7212 | 67087.8584 | 267598.3934 | 2779.7143 | 264818.6791 |
Total P&L (%) | 341.1886 | 274.1007 | 67.0879 | 267.5984 | 2.7797 | 264.8187 |
Avg Daily Profit (%) | 0.3276 | 0.2631 | 0.0644 | 0.1251 | 0.0026 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148778 | -123898 | -40637 | -689621 | -638444 | -127512 |
Profit Factor | 1.408 | 1.4778 | 1.2556 | 1.1144 | 1.0016 | 1.4468 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 57.0093 | 58.75 | 55.2795 | 57.0093 | 58.75 | 55.2795 |
Ratio Avg Win / Avg Loss | 1.0618 | 1.0376 | 1.0158 | 0.8404 | 0.7032 | 1.1705 |
Largest Winning Trade | 107802 | 107802 | 27376 | 158060 | 158060 | 83401 |
Largest Losing Trade | -44479 | -44479 | -29421 | -209688 | -209688 | -54934 |
Avg Bars in Trades | 76 | 128 | 24 | 76 | 128 | 24 |
Avg Bars in Winners | 53 | 80 | 23 | 53 | 80 | 23 |
Avg Bars in Losers | 106 | 195 | 25 | 106 | 195 | 25 |
Bars Traded | 24457 | 20490 | 3968 | 24457 | 20490 | 3968 |
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 | 433531 | 386930 | -106061 | -119846 | -574101 | -24803 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 4, "offset": 96, "a": 0.65502 } } }
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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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