Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -466346.6136 | 101352.5959 | -567699.2095 | 4758974.3866 | 1822032.2654 | 2936942.1212 |
Total P&L (%) | -466.3466 | 101.3526 | -567.6992 | 4758.9744 | 1822.0323 | 2936.9421 |
Avg Daily Profit (%) | -0.2239 | 0.0487 | -0.2726 | 0.1866 | 0.142 | 0.164 |
Buy And Hold Return (%) | 95.5117 | 95.5117 | 95.5117 | 95.5117 | 95.5117 | 95.5117 |
Max Trade Drawdown | -780054 | -23264 | -794967 | -2743890 | -710106 | -2858407 |
Profit Factor | 0.5891 | 2.3276 | 0.4637 | 1.35 | 1.7125 | 1.2661 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 27 | 24 | 51 | 26 | 25 |
Losing Trades | 33 | 15 | 18 | 33 | 16 | 17 |
Profitability (%) | 60.7143 | 64.2857 | 57.1429 | 60.7143 | 61.9048 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.3812 | 1.2931 | 0.3478 | 0.8736 | 1.0538 | 0.8609 |
Largest Winning Trade | 44684 | 34760 | 44684 | 1684607 | 701901 | 1684607 |
Largest Losing Trade | -483497 | -18088 | -483497 | -2476948 | -702340 | -2476948 |
Avg Bars in Trades | 290 | 56 | 524 | 290 | 56 | 524 |
Avg Bars in Winners | 210 | 59 | 380 | 269 | 60 | 486 |
Avg Bars in Losers | 414 | 51 | 716 | 323 | 51 | 579 |
Bars Traded | 24421 | 2390 | 22031 | 24421 | 2390 | 22031 |
Profit Streak | 58.0349 | 97.5349 | 58.0349 | 58.0349 | 97.5349 | 58.0349 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577907 | -268903 | -579247 | 342598 | 44792 | 280033 |
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{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.06314 } }, "second_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 2 } } }
# | 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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