Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164772.6606 | 65662.733 | 99109.9276 | 293152.4488 | 138165.3892 | 154987.0596 |
Total P&L (%) | 164.7727 | 65.6627 | 99.1099 | 293.1524 | 138.1654 | 154.9871 |
Avg Daily Profit (%) | 0.6327 | 0.2521 | 0.3806 | 0.5271 | 0.3338 | 0.3601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23214 | -13376 | -25653 | -75406 | -24441 | -79819 |
Profit Factor | 1.9628 | 1.9352 | 1.982 | 1.7158 | 1.9035 | 1.6039 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 46.1538 | 41.0256 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.2899 | 2.7818 | 1.8829 | 2.0017 | 2.7363 | 1.5237 |
Largest Winning Trade | 32078 | 32078 | 20648 | 58312 | 54104 | 58312 |
Largest Losing Trade | -16392 | -10550 | -16392 | -51127 | -18692 | -51127 |
Avg Bars in Trades | 314 | 206 | 422 | 314 | 206 | 422 |
Avg Bars in Winners | 422 | 301 | 519 | 422 | 301 | 519 |
Avg Bars in Losers | 221 | 140 | 319 | 221 | 140 | 319 |
Bars Traded | 24525 | 8064 | 16461 | 24525 | 8064 | 16461 |
Profit Streak | 11.5475 | 12.61 | 11.5475 | 11.5475 | 12.61 | 11.5475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25531 | 259269 | 444682 | -26910 | 292601 | 412110 |
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{ "first_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.98726 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.98726 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
# | 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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