Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381941.7586 | 302666.8795 | 79274.8791 | 813121.3684 | 682012.2639 | 131109.1045 |
Total P&L (%) | 381.9418 | 302.6669 | 79.2749 | 813.1214 | 682.0123 | 131.1091 |
Avg Daily Profit (%) | 0.2677 | 0.2121 | 0.0556 | 0.1551 | 0.1442 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79704 | -52581 | -36253 | -788657 | -495249 | -370552 |
Profit Factor | 2.4954 | 3.2654 | 1.6509 | 1.6757 | 2.1241 | 1.2197 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 61.6438 | 55.5556 | 67.5676 | 61.6438 | 55.5556 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.5527 | 2.6124 | 0.7924 | 1.0427 | 1.6993 | 0.5855 |
Largest Winning Trade | 180333 | 180333 | 29354 | 208745 | 208745 | 179277 |
Largest Losing Trade | -42948 | -42948 | -32567 | -427536 | -427536 | -370552 |
Avg Bars in Trades | 67 | 116 | 20 | 67 | 116 | 20 |
Avg Bars in Winners | 55 | 94 | 23 | 55 | 94 | 23 |
Avg Bars in Losers | 88 | 142 | 15 | 88 | 142 | 15 |
Bars Traded | 4953 | 4180 | 773 | 4953 | 4180 | 773 |
Profit Streak | 0 | 162.4576 | 0 | 0 | 162.4576 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61534 | 579464 | -115825 | -64773 | 219152 | -114023 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 167, "offset": 0, "a": 0.72253 } } }
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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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