Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182114.6645 | 167289.5133 | 14825.1512 | -99599.3004 | 10147.0592 | -109746.3597 |
Total P&L (%) | 182.1147 | 167.2895 | 14.8252 | -99.5993 | 10.1471 | -109.7464 |
Avg Daily Profit (%) | 0.1748 | 0.1606 | 0.0142 | -0.5285 | 0.0093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121447 | -41142 | -200408 | -192802 | -27721 | -195357 |
Profit Factor | 1.4994 | 2.9035 | 1.0536 | 0.5925 | 1.302 | 0.4794 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 16 | 19 | 33 | 14 | 19 |
Losing Trades | 24 | 14 | 10 | 26 | 16 | 10 |
Profitability (%) | 59.322 | 53.3333 | 65.5172 | 55.9322 | 46.6667 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.0282 | 2.5405 | 0.5545 | 0.4668 | 1.488 | 0.2523 |
Largest Winning Trade | 67118 | 67118 | 33114 | 28989 | 17681 | 28989 |
Largest Losing Trade | -103385 | -20322 | -103385 | -180187 | -8793 | -180187 |
Avg Bars in Trades | 403 | 176 | 638 | 403 | 176 | 638 |
Avg Bars in Winners | 394 | 204 | 555 | 434 | 209 | 600 |
Avg Bars in Losers | 415 | 143 | 797 | 364 | 147 | 710 |
Bars Traded | 23804 | 5284 | 18520 | 23804 | 5284 | 18520 |
Profit Streak | 48.464 | 105.1307 | 48.464 | 48.464 | 105.1307 | 48.464 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168165 | 525811 | -350242 | -758091 | -341491 | -578259 |
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.76702 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.76702 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
# | 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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