Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117476.0972 | 92546.025 | 24930.0722 | 129834.1123 | 94146.9951 | 35687.1172 |
Total P&L (%) | 117.4761 | 92.546 | 24.9301 | 129.8341 | 94.147 | 35.6871 |
Avg Daily Profit (%) | 0.2256 | 0.1777 | 0.0479 | 0.1599 | 0.1275 | 0.0586 |
Buy And Hold Return (%) | 21.6158 | 21.6158 | 21.6158 | 21.6158 | 21.6158 | 21.6158 |
Max Trade Drawdown | -42086 | -46307 | -31349 | -51232 | -51055 | -30012 |
Profit Factor | 1.3644 | 1.481 | 1.1918 | 1.4192 | 1.4962 | 1.2974 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 55.5556 | 59.2105 | 51.9481 | 55.5556 | 59.2105 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.0915 | 1.0202 | 1.1024 | 1.1354 | 1.0307 | 1.2001 |
Largest Winning Trade | 22568 | 21478 | 22568 | 26243 | 26243 | 17200 |
Largest Losing Trade | -18876 | -17159 | -18876 | -18839 | -17162 | -18839 |
Avg Bars in Trades | 157 | 238 | 77 | 157 | 238 | 77 |
Avg Bars in Winners | 126 | 178 | 68 | 126 | 178 | 68 |
Avg Bars in Losers | 196 | 326 | 88 | 196 | 326 | 88 |
Bars Traded | 24127 | 18130 | 5997 | 24127 | 18130 | 5997 |
Profit Streak | 0 | 33.6471 | 0 | 0 | 33.6471 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296155 | -40372 | -298855 | 301731 | -70499 | -166079 |
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 137, "a": 0.74622 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 137, "a": 0.74622 } } }
# | 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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