Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96099.5824 | 73891.9648 | 22207.6176 | 103957.4605 | 98223.0104 | 5734.4501 |
Total P&L (%) | 96.0996 | 73.892 | 22.2076 | 103.9575 | 98.223 | 5.7345 |
Avg Daily Profit (%) | 0.369 | 0.2837 | 0.0853 | 0.2741 | 0.2631 | 0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40553 | -51041 | -20623 | -44430 | -54742 | -39574 |
Profit Factor | 1.4698 | 1.5027 | 1.3856 | 1.3316 | 1.453 | 1.0593 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 59.8425 | 61.9048 | 57.8125 | 59.8425 | 61.9048 | 57.8125 |
Ratio Avg Win / Avg Loss | 0.9863 | 0.9248 | 1.0111 | 0.8936 | 0.8941 | 0.773 |
Largest Winning Trade | 22916 | 22916 | 10092 | 23303 | 23303 | 11652 |
Largest Losing Trade | -18713 | -18713 | -12903 | -32559 | -32559 | -22921 |
Avg Bars in Trades | 189 | 314 | 65 | 189 | 314 | 65 |
Avg Bars in Winners | 143 | 235 | 46 | 143 | 235 | 46 |
Avg Bars in Losers | 257 | 443 | 92 | 257 | 443 | 92 |
Bars Traded | 24024 | 19834 | 4190 | 24024 | 19834 | 4190 |
Profit Streak | 0 | 15.4018 | 0 | 0 | 15.4018 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314545 | -137052 | -223478 | 254931 | -137533 | -626538 |
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{ "first_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.66299 } } }
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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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