Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161515.0627 | 115432.7586 | 46082.3041 | 21235.7004 | -60870.1184 | 82105.8188 |
Total P&L (%) | 161.5151 | 115.4328 | 46.0823 | 21.2357 | -60.8701 | 82.1058 |
Avg Daily Profit (%) | 0.1551 | 0.1108 | 0.0442 | 0.0185 | -0.09 | 0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75037 | -81604 | -26877 | -161137 | -183322 | -48191 |
Profit Factor | 1.2562 | 1.2375 | 1.3194 | 1.0209 | 0.9249 | 1.4032 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 55.4545 | 49.0909 | 61.8182 | 55.4545 | 49.0909 | 61.8182 |
Ratio Avg Win / Avg Loss | 1.0091 | 1.2833 | 0.8149 | 0.8201 | 0.9591 | 0.8667 |
Largest Winning Trade | 122370 | 122370 | 11101 | 113849 | 113849 | 20418 |
Largest Losing Trade | -32808 | -32808 | -16066 | -69293 | -69293 | -31989 |
Avg Bars in Trades | 113 | 200 | 25 | 113 | 200 | 25 |
Avg Bars in Winners | 100 | 203 | 19 | 100 | 203 | 19 |
Avg Bars in Losers | 128 | 197 | 36 | 128 | 197 | 36 |
Bars Traded | 24863 | 22022 | 2841 | 24863 | 22022 | 2841 |
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 | 320831 | -45959 | -135415 | -371516 | -581393 | -115459 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 47, "offset": 0, "a": 0.78898 } } }
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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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