Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019444.5324 | 886677.8583 | 132766.6741 | 4633562.2619 | 3948355.0109 | 685207.251 |
Total P&L (%) | 1019.4445 | 886.6779 | 132.7667 | 4633.5623 | 3948.355 | 685.2073 |
Avg Daily Profit (%) | 0.4893 | 0.4256 | 0.0637 | 0.1853 | 0.1778 | 0.099 |
Buy And Hold Return (%) | 215.5533 | 215.5533 | 215.5533 | 215.5533 | 215.5533 | 215.5533 |
Max Trade Drawdown | -83721 | -113576 | -41157 | -12546022 | -11775824 | -4839658 |
Profit Factor | 2.634 | 2.8947 | 1.8514 | 1.1446 | 1.1707 | 1.0769 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 60.7595 | 56.4103 | 65 | 60.7595 | 56.4103 | 65 |
Ratio Avg Win / Avg Loss | 1.7011 | 2.2368 | 0.9969 | 0.7392 | 0.9046 | 0.5799 |
Largest Winning Trade | 285035 | 285035 | 33556 | 5664845 | 5664845 | 1699629 |
Largest Losing Trade | -62832 | -62832 | -37287 | -10525550 | -10525550 | -4509240 |
Avg Bars in Trades | 310 | 462 | 163 | 310 | 462 | 163 |
Avg Bars in Winners | 226 | 347 | 124 | 226 | 347 | 124 |
Avg Bars in Losers | 441 | 610 | 235 | 441 | 610 | 235 |
Bars Traded | 24556 | 18024 | 6532 | 24556 | 18024 | 6532 |
Profit Streak | 23.7052 | 0 | 72.2052 | 23.7052 | 0 | 72.2052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15099 | 512032 | -270347 | -84283 | -25728 | -198489 |
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{ "first_band": { "type": "kcl", "factors": { "length": 204, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.76512 } } }
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# | 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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