Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82000.8243 | 42089.9289 | 39910.8954 | 62931.7653 | 41611.1604 | 21320.605 |
Total P&L (%) | 82.0008 | 42.0899 | 39.9109 | 62.9318 | 41.6112 | 21.3206 |
Avg Daily Profit (%) | 0.3149 | 0.1616 | 0.1533 | 0.1876 | 0.1337 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43202 | -35654 | -39947 | -52719 | -49459 | -70635 |
Profit Factor | 1.352 | 1.2887 | 1.4576 | 1.1982 | 1.215 | 1.1719 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 65.2174 | 58.6957 | 71.7391 | 65.2174 | 58.6957 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.721 | 0.9069 | 0.5742 | 0.639 | 0.855 | 0.4616 |
Largest Winning Trade | 27425 | 27425 | 16774 | 32886 | 32886 | 14469 |
Largest Losing Trade | -30768 | -30768 | -19135 | -29988 | -27621 | -29988 |
Avg Bars in Trades | 266 | 409 | 123 | 266 | 409 | 123 |
Avg Bars in Winners | 193 | 331 | 81 | 193 | 331 | 81 |
Avg Bars in Losers | 402 | 520 | 230 | 402 | 520 | 230 |
Bars Traded | 24497 | 18824 | 5673 | 24497 | 18824 | 5673 |
Profit Streak | 0 | 0 | 16.2398 | 0 | 0 | 16.2398 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303766 | 122769 | 231987 | 141155 | -18932 | -130911 |
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{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.64877 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.64877 } } }
# | 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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