Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919539.1732 | 758818.8257 | 160720.3474 | 1151128.2275 | -3571022.6157 | 4722150.8431 |
Total P&L (%) | 919.5392 | 758.8188 | 160.7203 | 1151.1282 | -3571.0226 | 4722.1508 |
Avg Daily Profit (%) | 0.3975 | 0.328 | 0.0695 | 0.1093 | 0 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279930 | -254575 | -95741 | -45154739 | -37300496 | -13232961 |
Profit Factor | 1.7217 | 1.9186 | 1.3586 | 1.0136 | 0.9386 | 1.1783 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 112 | 47 | 65 | 112 | 47 | 65 |
Losing Trades | 84 | 51 | 33 | 84 | 51 | 33 |
Profitability (%) | 57.1429 | 47.9592 | 66.3265 | 57.1429 | 47.9592 | 66.3265 |
Ratio Avg Win / Avg Loss | 1.2913 | 2.0819 | 0.6898 | 0.7602 | 1.0184 | 0.5982 |
Largest Winning Trade | 247661 | 247661 | 39373 | 13095447 | 13095447 | 4867668 |
Largest Losing Trade | -53199 | -48341 | -53199 | -16521479 | -16521479 | -12228082 |
Avg Bars in Trades | 69 | 97 | 41 | 69 | 97 | 41 |
Avg Bars in Winners | 60 | 100 | 30 | 60 | 100 | 30 |
Avg Bars in Losers | 82 | 95 | 61 | 82 | 95 | 61 |
Bars Traded | 13626 | 9587 | 4039 | 13626 | 9587 | 4039 |
Profit Streak | 0 | 0 | 46.6611 | 0 | 0 | 46.6611 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497866 | 420785 | -98742 | -251969 | -580197 | -15647 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.82844 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.82844 } } }
# | 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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