Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104758.9583 | 21619.5636 | 83139.3947 | 119367.3542 | 18422.3132 | 100945.041 |
Total P&L (%) | 104.759 | 21.6196 | 83.1394 | 119.3674 | 18.4223 | 100.945 |
Avg Daily Profit (%) | 0.4023 | 0.083 | 0.3193 | 0.3021 | 0.065 | 0.2683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49929 | -43552 | -18903 | -72812 | -63142 | -23020 |
Profit Factor | 1.4324 | 1.1396 | 1.9511 | 1.3435 | 1.0812 | 1.8362 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 61.3208 | 60.3774 | 62.2642 | 61.3208 | 60.3774 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.9035 | 0.7479 | 1.1825 | 0.8474 | 0.7096 | 1.1128 |
Largest Winning Trade | 12142 | 10923 | 12142 | 18354 | 18354 | 18101 |
Largest Losing Trade | -22251 | -22251 | -11076 | -45496 | -45496 | -18980 |
Avg Bars in Trades | 226 | 318 | 134 | 226 | 318 | 134 |
Avg Bars in Winners | 149 | 188 | 110 | 149 | 188 | 110 |
Avg Bars in Losers | 349 | 517 | 172 | 349 | 517 | 172 |
Bars Traded | 24005 | 16901 | 7104 | 24005 | 16901 | 7104 |
Profit Streak | 3.976 | 4.0177 | 0 | 3.976 | 4.0177 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312768 | -336853 | -168625 | 262390 | -427290 | -169283 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.40697 } }, "second_band": { "type": "kcu", "factors": { "length": 246, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.40697 } }, "second_band": { "type": "kcu", "factors": { "length": 246, "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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