Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108434.2153 | 87394.3637 | 21039.8515 | 170857.5958 | 133306.1129 | 37551.4829 |
Total P&L (%) | 108.4342 | 87.3944 | 21.0399 | 170.8576 | 133.3061 | 37.5515 |
Avg Daily Profit (%) | 1.2491 | 1.0067 | 0.2424 | 1.1544 | 0.9807 | 0.3679 |
Buy And Hold Return (%) | 73.2442 | 73.2442 | 73.2442 | 73.2442 | 73.2442 | 73.2442 |
Max Trade Drawdown | -10008 | -6507 | -13057 | -21830 | -14108 | -18463 |
Profit Factor | 2.731 | 4.9209 | 1.5214 | 2.5071 | 4.132 | 1.5304 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.062 | 4.6475 | 2.0285 | 2.811 | 3.9024 | 2.0405 |
Largest Winning Trade | 17905 | 17905 | 13307 | 37913 | 37913 | 20030 |
Largest Losing Trade | -7591 | -3149 | -7591 | -16163 | -6422 | -16163 |
Avg Bars in Trades | 352 | 358 | 346 | 352 | 358 | 346 |
Avg Bars in Winners | 587 | 555 | 625 | 587 | 555 | 625 |
Avg Bars in Losers | 143 | 149 | 137 | 143 | 149 | 137 |
Bars Traded | 24677 | 12541 | 12136 | 24677 | 12541 | 12136 |
Profit Streak | 0 | 0 | 7.0688 | 0 | 0 | 7.0688 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99790 | -86501 | -159297 | -88670 | 367367 | -158169 |
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.34584 } }, "second_band": { "type": "kcl", "factors": { "length": 94, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.34584 } }, "second_band": { "type": "kcl", "factors": { "length": 94, "offset": 0, "scalar": 1 } } }
# | 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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