Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667009.1003 | 696132.6337 | -29123.5335 | 35490.3885 | 338691.3456 | -303200.9571 |
Total P&L (%) | 667.0091 | 696.1326 | -29.1235 | 35.4904 | 338.6913 | -303.201 |
Avg Daily Profit (%) | 0.3202 | 0.3341 | -0.014 | 0.0146 | 0.071 | 0 |
Buy And Hold Return (%) | 62.0395 | 62.0395 | 62.0395 | 62.0395 | 62.0395 | 62.0395 |
Max Trade Drawdown | -191021 | -100426 | -137833 | -556161 | -230634 | -403945 |
Profit Factor | 2.1028 | 3.0822 | 0.8923 | 1.0297 | 1.5716 | 0.4952 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 45.7831 | 34.1463 | 57.1429 | 45.7831 | 34.1463 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4901 | 5.9443 | 0.6693 | 1.2194 | 3.0309 | 0.3714 |
Largest Winning Trade | 672922 | 672922 | 41908 | 538154 | 538154 | 41908 |
Largest Losing Trade | -42992 | -33902 | -42992 | -216026 | -82193 | -216026 |
Avg Bars in Trades | 295 | 492 | 104 | 295 | 492 | 104 |
Avg Bars in Winners | 344 | 788 | 84 | 344 | 788 | 84 |
Avg Bars in Losers | 255 | 338 | 130 | 255 | 338 | 130 |
Bars Traded | 24557 | 20173 | 4384 | 24557 | 20173 | 4384 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365250 | 321964 | -579808 | -529871 | -102443 | -579808 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.78094 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.78094 } } }
# | 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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