Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279518.6266 | 1473691.8967 | -194173.2701 | -106133.4693 | 301488.9484 | -407622.4176 |
Total P&L (%) | 1279.5186 | 1473.6919 | -194.1733 | -106.1335 | 301.4889 | -407.6224 |
Avg Daily Profit (%) | 0.6806 | 0.7839 | -0.1033 | 0 | 0.074 | 0 |
Buy And Hold Return (%) | 299.0503 | 299.0503 | 299.0503 | 299.0503 | 299.0503 | 299.0503 |
Max Trade Drawdown | -251135 | -223315 | -227408 | -1220279 | -775216 | -497454 |
Profit Factor | 2.4125 | 4.1036 | 0.5495 | 0.9243 | 1.3738 | 0.3149 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 19 | 28 | 50 | 30 | 20 |
Losing Trades | 53 | 31 | 22 | 50 | 20 | 30 |
Profitability (%) | 47 | 38 | 56 | 50 | 60 | 40 |
Ratio Avg Win / Avg Loss | 2.7205 | 6.6953 | 0.4317 | 0.9243 | 0.9159 | 0.4724 |
Largest Winning Trade | 1101611 | 1101611 | 47517 | 929564 | 929564 | 59519 |
Largest Losing Trade | -109106 | -52573 | -109106 | -439988 | -439988 | -295672 |
Avg Bars in Trades | 215 | 298 | 132 | 215 | 298 | 132 |
Avg Bars in Winners | 223 | 370 | 123 | 220 | 270 | 146 |
Avg Bars in Losers | 208 | 254 | 143 | 210 | 340 | 123 |
Bars Traded | 21537 | 14922 | 6614 | 21537 | 14922 | 6614 |
Profit Streak | 60.5308 | 60.5308 | 85.3642 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534350 | -165393 | -759497 | -580511 | -437319 | -764722 |
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{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.7492 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.7492 } } }
# | 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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