Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46226.3614 | 25567.3522 | 20659.0092 | 45641.1923 | 18297.1021 | 27344.0902 |
Total P&L (%) | 46.2264 | 25.5674 | 20.659 | 45.6412 | 18.2971 | 27.3441 |
Avg Daily Profit (%) | 0.5325 | 0.2945 | 0.238 | 0.434 | 0.1937 | 0.2788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29754 | -29392 | -17260 | -58830 | -52684 | -28735 |
Profit Factor | 1.4189 | 1.3512 | 1.5503 | 1.2481 | 1.1485 | 1.4504 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 71.5789 | 72.3404 | 70.8333 | 71.5789 | 72.3404 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.5634 | 0.5166 | 0.6384 | 0.4956 | 0.4391 | 0.5972 |
Largest Winning Trade | 11845 | 11845 | 7831 | 15634 | 15634 | 11560 |
Largest Losing Trade | -19493 | -19493 | -11165 | -32951 | -32951 | -18138 |
Avg Bars in Trades | 258 | 297 | 221 | 258 | 297 | 221 |
Avg Bars in Winners | 132 | 141 | 123 | 132 | 141 | 123 |
Avg Bars in Losers | 577 | 705 | 458 | 577 | 705 | 458 |
Bars Traded | 24600 | 13978 | 10622 | 24600 | 13978 | 10622 |
Profit Streak | 0 | 2.976 | 0 | 0 | 2.976 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335510 | 126480 | 82290 | 265771 | -59451 | 184555 |
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{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.0891 } } }
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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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