Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75800.7709 | 44656.7816 | 31143.9893 | 63030.1737 | 49380.533 | 13649.6407 |
Total P&L (%) | 75.8008 | 44.6568 | 31.144 | 63.0302 | 49.3805 | 13.6496 |
Avg Daily Profit (%) | 0.2911 | 0.1715 | 0.1196 | 0.1879 | 0.1542 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34185 | -47336 | -41200 | -55616 | -57139 | -65990 |
Profit Factor | 1.3022 | 1.2943 | 1.3142 | 1.1811 | 1.2516 | 1.0899 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 64.3478 | 60.3448 | 68.4211 | 64.3478 | 60.3448 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.7215 | 0.8505 | 0.6066 | 0.6544 | 0.8225 | 0.503 |
Largest Winning Trade | 24882 | 24882 | 12171 | 25317 | 25317 | 11040 |
Largest Losing Trade | -18247 | -16205 | -18247 | -29510 | -21804 | -29510 |
Avg Bars in Trades | 212 | 276 | 147 | 212 | 276 | 147 |
Avg Bars in Winners | 151 | 191 | 116 | 151 | 191 | 116 |
Avg Bars in Losers | 321 | 405 | 214 | 321 | 405 | 214 |
Bars Traded | 24407 | 16026 | 8381 | 24407 | 16026 | 8381 |
Profit Streak | 6.3664 | 6.3664 | 16.5539 | 6.3664 | 6.3664 | 16.5539 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332455 | -174992 | -215438 | -13545 | -174981 | -480370 |
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{ "first_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 91, "offset": 117, "a": 0.60762 } } }
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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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