Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2524612.4864 | 2520337.7537 | 4274.7328 | 427537.4835 | 3024337.4006 | -2596799.9171 |
Total P&L (%) | 2524.6125 | 2520.3378 | 4.2747 | 427.5375 | 3024.3374 | -2596.7999 |
Avg Daily Profit (%) | 1.2118 | 1.2098 | 0.0021 | 0.0799 | 0.1653 | 0 |
Buy And Hold Return (%) | 516.1074 | 516.1074 | 516.1074 | 516.1074 | 516.1074 | 516.1074 |
Max Trade Drawdown | -215836 | -174733 | -66727 | -9214755 | -7177434 | -3196121 |
Profit Factor | 4.5365 | 5.8759 | 1.0217 | 1.0282 | 1.3288 | 0.5627 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 57.1429 | 51.7857 | 62.5 | 57.1429 | 51.7857 | 62.5 |
Ratio Avg Win / Avg Loss | 3.4024 | 5.4706 | 0.613 | 0.7712 | 1.2371 | 0.3376 |
Largest Winning Trade | 2430571 | 2430571 | 21510 | 4669273 | 4669273 | 1465243 |
Largest Losing Trade | -48282 | -48282 | -33363 | -4191182 | -4191182 | -3196121 |
Avg Bars in Trades | 221 | 381 | 61 | 221 | 381 | 61 |
Avg Bars in Winners | 195 | 379 | 43 | 195 | 379 | 43 |
Avg Bars in Losers | 255 | 383 | 89 | 255 | 383 | 89 |
Bars Traded | 24783 | 21363 | 3420 | 24783 | 21363 | 3420 |
Profit Streak | 50.957 | 98.457 | 0 | 50.957 | 98.457 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 768115 | -157944 | -732604 | -441445 | -171225 | -759212 |
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 79, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.63273 } } }
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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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