Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463364.8967 | 377472.1189 | 85892.7778 | 206953.0693 | 90454.6404 | 116498.429 |
Total P&L (%) | 463.3649 | 377.4721 | 85.8928 | 206.9531 | 90.4546 | 116.4984 |
Avg Daily Profit (%) | 0.2459 | 0.2003 | 0.0456 | 0.0595 | 0.0342 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177746 | -126516 | -79492 | -960028 | -670698 | -402788 |
Profit Factor | 1.8148 | 2.1104 | 1.3755 | 1.1038 | 1.0687 | 1.1718 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 62.963 | 55 | 70.7317 | 62.963 | 55 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.0675 | 1.7267 | 0.5692 | 0.6493 | 0.8744 | 0.4849 |
Largest Winning Trade | 219764 | 219764 | 39778 | 552371 | 552371 | 211257 |
Largest Losing Trade | -52130 | -52130 | -46594 | -529110 | -529110 | -231844 |
Avg Bars in Trades | 66 | 106 | 27 | 66 | 106 | 27 |
Avg Bars in Winners | 30 | 43 | 21 | 30 | 43 | 21 |
Avg Bars in Losers | 126 | 182 | 41 | 126 | 182 | 41 |
Bars Traded | 5357 | 4248 | 1109 | 5357 | 4248 | 1109 |
Profit Streak | 73.2006 | 0 | 346.2006 | 73.2006 | 0 | 346.2006 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3416 | 443271 | -128758 | -235267 | -293168 | -166937 |
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{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.68607 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.68607 } } }
# | 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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