Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403304.3917 | 421736.4748 | -18432.083 | 69010.4288 | 90063.7378 | -21053.3091 |
Total P&L (%) | 403.3044 | 421.7365 | -18.4321 | 69.0104 | 90.0637 | -21.0533 |
Avg Daily Profit (%) | 0.3872 | 0.4049 | -0.0177 | 0.0504 | 0.0617 | -0.0227 |
Buy And Hold Return (%) | 112.1951 | 112.1951 | 112.1951 | 112.1951 | 112.1951 | 112.1951 |
Max Trade Drawdown | -96027 | -100854 | -43390 | -311313 | -333996 | -90098 |
Profit Factor | 2.358 | 3.024 | 0.792 | 1.0962 | 1.17 | 0.8879 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.9683 | 48.3871 | 59.375 | 53.9683 | 48.3871 | 59.375 |
Ratio Avg Win / Avg Loss | 2.0112 | 3.2256 | 0.5419 | 0.935 | 1.248 | 0.6075 |
Largest Winning Trade | 421707 | 421707 | 9204 | 349496 | 349496 | 25431 |
Largest Losing Trade | -33466 | -33466 | -26329 | -134031 | -134031 | -58399 |
Avg Bars in Trades | 386 | 747 | 37 | 386 | 747 | 37 |
Avg Bars in Winners | 428 | 926 | 34 | 428 | 926 | 34 |
Avg Bars in Losers | 338 | 579 | 41 | 338 | 579 | 41 |
Bars Traded | 24359 | 23157 | 1202 | 24359 | 23157 | 1202 |
Profit Streak | 11.1578 | 0 | 62.2411 | 11.1578 | 0 | 62.2411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138717 | 433607 | -579035 | -557666 | -310603 | -579035 |
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{ "first_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "offset": 0 } } }
# | 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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