Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98273.2479 | 78755.1087 | 19518.1392 | 149215.4395 | 108606.2299 | 40609.2096 |
Total P&L (%) | 98.2732 | 78.7551 | 19.5181 | 149.2154 | 108.6062 | 40.6092 |
Avg Daily Profit (%) | 5.6609 | 4.5366 | 1.1243 | 5.4009 | 4.3265 | 1.9826 |
Buy And Hold Return (%) | 67.7605 | 67.7605 | 67.7605 | 67.7605 | 67.7605 | 67.7605 |
Max Trade Drawdown | -10705 | -13449 | -11069 | -20742 | -25736 | -14985 |
Profit Factor | 2.5015 | 3.3225 | 1.6189 | 2.3803 | 2.762 | 1.8739 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.1257 | 1.4951 | 0.7285 | 1.0711 | 1.2429 | 0.8432 |
Largest Winning Trade | 21474 | 21474 | 6236 | 21677 | 21677 | 7766 |
Largest Losing Trade | -9082 | -9082 | -8383 | -18515 | -18515 | -14985 |
Avg Bars in Trades | 211 | 256 | 166 | 211 | 256 | 166 |
Avg Bars in Winners | 137 | 162 | 113 | 137 | 162 | 113 |
Avg Bars in Losers | 376 | 466 | 285 | 376 | 466 | 285 |
Bars Traded | 24565 | 14891 | 9674 | 24565 | 14891 | 9674 |
Profit Streak | 1.6882 | 1.9389 | 1.6882 | 1.6882 | 1.9389 | 1.6882 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7441 | -275973 | -334147 | 448799 | -171293 | -332910 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.66157 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.66157 } } }
# | 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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