Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2142039.5717 | 139414.1481 | -2281453.7198 | 21498663.615 | -179018303.4718 | 200516967.0868 |
Total P&L (%) | -2142.0396 | 139.4141 | -2281.4537 | 21498.6636 | -179018.3035 | 200516.9671 |
Avg Daily Profit (%) | -1.1518 | 0.075 | -1.2268 | 0.2895 | 0 | 0.4097 |
Buy And Hold Return (%) | 8068.3792 | 8068.3792 | 8068.3792 | 8068.3792 | 8068.3792 | 8068.3792 |
Max Trade Drawdown | -2450749 | -86382 | -2451185 | -360159610 | -209283318 | -205871078 |
Profit Factor | 0.3007 | 1.6849 | 0.2021 | 1.0332 | 0.4035 | 1.5769 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 127 | 63 | 64 | 109 | 52 | 57 |
Losing Trades | 46 | 24 | 22 | 64 | 35 | 29 |
Profitability (%) | 73.4104 | 72.4138 | 74.4186 | 63.0058 | 59.7701 | 66.2791 |
Ratio Avg Win / Avg Loss | 0.1089 | 0.6419 | 0.0695 | 0.6066 | 0.2716 | 0.8023 |
Largest Winning Trade | 39004 | 39004 | 26152 | 90316313 | 20628670 | 90316313 |
Largest Losing Trade | -1466400 | -41216 | -1466400 | -202390159 | -137495651 | -202390159 |
Avg Bars in Trades | 124 | 36 | 213 | 124 | 36 | 213 |
Avg Bars in Winners | 59 | 25 | 93 | 99 | 29 | 162 |
Avg Bars in Losers | 303 | 64 | 563 | 167 | 46 | 313 |
Bars Traded | 21523 | 3164 | 18359 | 21523 | 3164 | 18359 |
Profit Streak | 43.3487 | 166.5987 | 0 | 43.3487 | 166.5987 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576284 | -253883 | -577658 | -177143 | -578364 | 432120 |
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{ "first_band": { "type": "t3", "factors": { "length": 14, "offset": 0, "a": 0.63774 } }, "second_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 14, "offset": 0, "a": 0.63774 } }, "second_band": { "type": "kcl", "factors": { "length": 124, "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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