Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241173.4772 | 203112.1144 | 38061.3628 | -17359.8146 | 115150.5327 | -132510.3473 |
Total P&L (%) | 241.1735 | 203.1121 | 38.0614 | -17.3598 | 115.1505 | -132.5103 |
Avg Daily Profit (%) | 0.2347 | 0.1976 | 0.037 | -0.0186 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258781 | -154407 | -167257 | -460785 | -116500 | -369177 |
Profit Factor | 1.4208 | 1.7523 | 1.1255 | 0.977 | 1.4041 | 0.7179 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 1.5704 | 2.1417 | 1.1255 | 1.0798 | 1.7161 | 0.7179 |
Largest Winning Trade | 174417 | 174417 | 35717 | 159208 | 159208 | 75604 |
Largest Losing Trade | -40137 | -37981 | -40137 | -192063 | -47339 | -192063 |
Avg Bars in Trades | 300 | 257 | 342 | 300 | 257 | 342 |
Avg Bars in Winners | 360 | 329 | 387 | 360 | 329 | 387 |
Avg Bars in Losers | 245 | 198 | 298 | 245 | 198 | 298 |
Bars Traded | 24009 | 10295 | 13714 | 24009 | 10295 | 13714 |
Profit Streak | 61.7124 | 188.879 | 61.7124 | 61.7124 | 188.879 | 61.7124 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13452 | 375060 | -227246 | -602413 | -92049 | -579774 |
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.74193 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "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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