Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59947.0478 | 32989.2634 | 26957.7844 | 65544.6274 | 21339.4468 | 44205.1806 |
Total P&L (%) | 59.947 | 32.9893 | 26.9578 | 65.5446 | 21.3394 | 44.2052 |
Avg Daily Profit (%) | 0.6906 | 0.38 | 0.3105 | 0.5823 | 0.2231 | 0.4226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33332 | -31947 | -9593 | -60755 | -61540 | -16395 |
Profit Factor | 1.493 | 1.3233 | 2.3778 | 1.3014 | 1.1154 | 2.3543 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 69.7248 | 64.8148 | 74.5455 | 69.7248 | 64.8148 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.6483 | 0.7184 | 0.8119 | 0.5651 | 0.6055 | 0.8039 |
Largest Winning Trade | 17325 | 17325 | 3935 | 17553 | 17553 | 7093 |
Largest Losing Trade | -13516 | -13516 | -3342 | -24330 | -24330 | -5709 |
Avg Bars in Trades | 224 | 388 | 62 | 224 | 388 | 62 |
Avg Bars in Winners | 155 | 279 | 49 | 155 | 279 | 49 |
Avg Bars in Losers | 383 | 590 | 102 | 383 | 590 | 102 |
Bars Traded | 24443 | 20997 | 3446 | 24443 | 20997 | 3446 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429042 | -175207 | -171328 | 367029 | -273472 | -169439 |
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{ "first_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.45471 } } }
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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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